+76.5%
TNA vs DG
+101.8%
-25.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.3% |
| 7D | -7.3% | -6.5% | -0.8% | -3.7% |
| 30D | -14.2% | +4.2% | -18.3% | -16.4% |
| 3M | -4.6% | +9.5% | -14.1% | -10.5% |
| 6M | +36.9% | -13.1% | +50.1% | +46.0% |
| YTD | +42.5% | -4.8% | +47.4% | +43.5% |
| 1Y | +45.8% | +20.6% | +25.2% | +26.0% |
| 3Y | +104.7% | +4.9% | +99.7% | +67.5% |
| 5Y | -21.7% | -37.9% | +16.2% | -1.1% |
| All | +76.5% | +101.8% | -25.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling