-23.0%
TNA vs DGX
+66.8%
-89.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | -0.2% |
| 7D | -7.3% | -0.9% | -6.4% | -6.6% |
| 30D | -14.2% | -1.2% | -13.0% | -13.3% |
| 3M | -4.6% | +15.8% | -20.3% | -15.9% |
| 6M | +36.9% | +18.2% | +18.8% | +17.7% |
| YTD | +42.5% | +37.2% | +5.3% | +5.6% |
| 1Y | +45.8% | +30.4% | +15.4% | +12.5% |
| 3Y | +104.7% | +96.7% | +7.9% | -0.9% |
| All | -23.0% | +66.8% | -89.8% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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