+1,199.2%
TNA vs DTE
+754.6%
+444.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -1.0% |
| 7D | -7.6% | -2.0% | -5.6% | -4.5% |
| 30D | -13.6% | -2.4% | -11.2% | -10.3% |
| 3M | +2.8% | -7.3% | +10.1% | +14.3% |
| 6M | +34.5% | -7.6% | +42.1% | +47.9% |
| YTD | +41.0% | +5.8% | +35.2% | +22.3% |
| 1Y | +52.0% | +2.3% | +49.7% | +39.0% |
| 3Y | +103.5% | +45.0% | +58.5% | +0.5% |
| 5Y | -22.5% | +33.2% | -55.7% | -56.5% |
| 10Y | +81.9% | +141.4% | -59.5% | -64.1% |
| All | +1,199.2% | +754.6% | +444.6% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling