+74.7%
TNA vs URA
+361.2%
-286.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +0.9% | +0.7% |
| 7D | -7.6% | -1.5% | -6.1% | -6.4% |
| 30D | -13.6% | -0.4% | -13.3% | -13.8% |
| 3M | +2.8% | +6.3% | -3.4% | -4.3% |
| 6M | +34.5% | -14.0% | +48.5% | +52.1% |
| YTD | +41.0% | +5.3% | +35.7% | +27.4% |
| 1Y | +52.0% | +11.7% | +40.3% | +24.4% |
| 3Y | +103.5% | +109.8% | -6.3% | -20.4% |
| 5Y | -22.5% | +108.0% | -130.5% | -70.1% |
| All | +74.7% | +361.2% | -286.6% | -73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling