+730.0%
TNA vs DG
+577.8%
+152.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | +1.2% |
| 7D | +4.1% | -2.5% | +6.5% | +5.7% |
| 30D | -7.6% | +1.0% | -8.6% | -8.6% |
| 3M | +8.1% | +20.3% | -12.2% | -5.2% |
| 6M | +49.0% | -11.7% | +60.7% | +58.1% |
| YTD | +51.7% | -2.3% | +54.0% | +50.0% |
| 1Y | +59.6% | +20.0% | +39.6% | +35.9% |
| 3Y | +118.9% | +7.2% | +111.7% | +71.6% |
| 5Y | -19.2% | -37.9% | +18.8% | -3.1% |
| 10Y | +77.2% | +107.3% | -30.1% | -15.1% |
| All | +730.0% | +577.8% | +152.2% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling