+134.6%
TNA vs DRI
+68.2%
+66.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | +3.7% | +1.1% | +2.7% | +2.9% |
| 30D | +4.4% | +9.7% | -5.3% | -3.1% |
| 3M | -26.7% | +3.2% | -29.8% | -28.9% |
| 6M | -12.8% | +20.6% | -33.4% | -27.7% |
| YTD | +22.7% | +28.3% | -5.6% | -6.5% |
| 1Y | +35.7% | +34.5% | +1.1% | -1.7% |
| 3Y | +134.6% | +66.5% | +68.0% | +15.5% |
| All | +134.6% | +68.2% | +66.4% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling