+76.5%
TNA vs DTE
+137.8%
-61.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +2.8% |
| 7D | -7.3% | -2.6% | -4.7% | -4.0% |
| 30D | -14.2% | -4.4% | -9.8% | -9.0% |
| 3M | -4.6% | -8.3% | +3.8% | +5.9% |
| 6M | +36.9% | -8.1% | +45.0% | +49.4% |
| YTD | +42.5% | +4.4% | +38.1% | +29.0% |
| 1Y | +45.8% | +0.2% | +45.6% | +39.6% |
| 3Y | +104.7% | +42.6% | +62.0% | +17.2% |
| 5Y | -21.7% | +31.5% | -53.2% | -49.5% |
| All | +76.5% | +137.8% | -61.3% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling