+38.5%
TNA vs URA
-32.2%
+70.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +5.2% |
| 7D | +2.4% | -10.5% | +13.0% | +11.0% |
| 30D | -0.9% | -18.6% | +17.7% | +15.0% |
| 3M | -19.2% | -23.0% | +3.8% | -2.9% |
| 6M | -0.8% | -40.3% | +39.5% | +43.9% |
| YTD | +33.2% | -23.5% | +56.7% | +53.1% |
| 1Y | +38.5% | -31.1% | +69.6% | +76.1% |
| All | +38.5% | -32.2% | +70.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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