+118.9%
TNA vs URA
+121.0%
-2.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -3.6% |
| 7D | +4.1% | +8.1% | -4.0% | -1.8% |
| 30D | -7.6% | +5.8% | -13.4% | -11.6% |
| 3M | +8.1% | +3.4% | +4.6% | +4.5% |
| 6M | +49.0% | -2.6% | +51.6% | +50.8% |
| YTD | +51.7% | +11.2% | +40.6% | +37.5% |
| 1Y | +59.6% | +19.8% | +39.8% | +33.5% |
| 3Y | +118.9% | +121.5% | -2.6% | +8.0% |
| All | +118.9% | +121.0% | -2.1% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling