+1,316.1%
TNA vs DRI
+2,467.3%
-1,151.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.3% |
| 7D | -0.1% | +0.6% | -0.7% | -0.8% |
| 30D | -4.9% | +3.8% | -8.8% | -9.8% |
| 3M | +0.4% | +13.0% | -12.6% | -15.4% |
| 6M | +32.5% | +8.3% | +24.2% | +16.6% |
| YTD | +53.7% | +20.6% | +33.1% | +17.2% |
| 1Y | +65.1% | +6.5% | +58.7% | +43.8% |
| 3Y | +98.4% | +53.7% | +44.7% | +12.3% |
| 5Y | -22.5% | +72.7% | -95.2% | -57.9% |
| 10Y | +82.5% | +363.2% | -280.6% | -71.1% |
| All | +1,316.1% | +2,467.3% | -1,151.3% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling