+52.0%
TNA vs URA
+11.7%
+40.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +0.9% | -0.3% |
| 7D | -7.6% | -1.5% | -6.1% | -6.7% |
| 30D | -13.6% | -0.4% | -13.3% | -13.6% |
| 3M | +2.8% | +6.3% | -3.4% | -2.0% |
| 6M | +34.5% | -14.0% | +48.5% | +47.0% |
| YTD | +41.0% | +5.3% | +35.7% | +36.4% |
| 1Y | +52.0% | +11.7% | +40.3% | +54.3% |
| All | +52.0% | +11.7% | +40.3% | +54.3% |
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