+149.3%
TNA vs URA
+43.1%
+106.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +1.6% |
| 7D | -2.1% | +2.9% | -5.0% | -3.7% |
| 30D | +3.1% | -10.8% | +13.9% | +12.5% |
| 3M | -20.2% | -25.5% | +5.3% | -1.4% |
| 6M | -10.0% | -41.2% | +31.2% | +31.8% |
| YTD | +30.3% | -21.3% | +51.6% | +51.5% |
| 1Y | +31.1% | -25.7% | +56.8% | +59.1% |
| All | +149.3% | +43.1% | +106.2% | +67.2% |
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