+38.5%
TNA vs DTE
+5.6%
+33.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +3.7% |
| 7D | +2.4% | +4.2% | -1.8% | +1.2% |
| 30D | -0.9% | +10.0% | -10.9% | -3.6% |
| 3M | -19.2% | -2.1% | -17.2% | -19.1% |
| 6M | -0.8% | -4.7% | +3.8% | -0.5% |
| YTD | +33.2% | +9.3% | +23.9% | +19.4% |
| 1Y | +38.5% | +6.6% | +31.9% | +28.8% |
| All | +38.5% | +5.6% | +33.0% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling