+104.7%
TNA vs DTE
+43.4%
+61.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +2.3% |
| 7D | -7.3% | -2.6% | -4.7% | -5.0% |
| 30D | -14.2% | -4.4% | -9.8% | -10.7% |
| 3M | -4.6% | -8.3% | +3.8% | +2.4% |
| 6M | +36.9% | -8.1% | +45.0% | +45.4% |
| YTD | +42.5% | +4.4% | +38.1% | +30.4% |
| 1Y | +45.8% | +0.2% | +45.6% | +39.9% |
| 3Y | +104.7% | +42.6% | +62.0% | +16.9% |
| All | +104.7% | +43.4% | +61.2% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling