-22.5%
TNA vs DRI
+68.4%
-90.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.1% |
| 7D | -3.6% | -4.8% | +1.2% | +2.4% |
| 30D | -10.1% | -3.9% | -6.1% | -6.2% |
| 3M | +2.7% | +5.1% | -2.4% | -5.7% |
| 6M | +38.4% | +5.5% | +32.9% | +24.7% |
| YTD | +45.4% | +16.5% | +29.0% | +12.3% |
| 1Y | +55.9% | +2.0% | +54.0% | +41.7% |
| 3Y | +109.8% | +54.5% | +55.3% | +2.6% |
| 5Y | -22.5% | +66.6% | -89.1% | -64.7% |
| All | -22.5% | +68.4% | -90.9% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling