-22.5%
TNA vs URA
+132.7%
-155.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.0% |
| 7D | -3.6% | +5.7% | -9.3% | -8.1% |
| 30D | -10.1% | +5.6% | -15.6% | -14.4% |
| 3M | +2.7% | +6.2% | -3.5% | -3.4% |
| 6M | +38.4% | -8.2% | +46.7% | +46.9% |
| YTD | +45.4% | +9.7% | +35.8% | +29.7% |
| 1Y | +55.9% | +17.0% | +39.0% | +27.3% |
| 3Y | +109.8% | +118.5% | -8.7% | -10.7% |
| 5Y | -22.5% | +134.3% | -156.8% | -68.2% |
| All | -22.5% | +132.7% | -155.2% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling