-22.5%
TNA vs DG
-39.4%
+16.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.6% |
| 7D | -7.6% | -6.3% | -1.3% | -5.5% |
| 30D | -13.6% | +2.4% | -16.1% | -14.4% |
| 3M | +2.8% | +12.4% | -9.6% | -1.8% |
| 6M | +34.5% | -14.9% | +49.4% | +41.0% |
| YTD | +41.0% | -6.1% | +47.1% | +42.6% |
| 1Y | +52.0% | +17.9% | +34.2% | +41.4% |
| 3Y | +103.5% | +3.1% | +100.3% | +88.6% |
| 5Y | -22.5% | -38.7% | +16.1% | +2.8% |
| All | -22.5% | -39.4% | +16.9% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling