+76.5%
TNA vs DRI
+353.8%
-277.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | -0.1% |
| 7D | -7.3% | -3.2% | -4.0% | -3.9% |
| 30D | -14.2% | -7.8% | -6.4% | -6.7% |
| 3M | -4.6% | +0.4% | -4.9% | -6.6% |
| 6M | +36.9% | +4.8% | +32.1% | +26.7% |
| YTD | +42.5% | +16.7% | +25.8% | +15.6% |
| 1Y | +45.8% | +1.5% | +44.3% | +36.0% |
| 3Y | +104.7% | +56.3% | +48.4% | +20.8% |
| 5Y | -21.7% | +66.4% | -88.1% | -52.5% |
| All | +76.5% | +353.8% | -277.3% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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