+296.0%
TNA vs URA
-52.4%
+348.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | +0.6% |
| 7D | +3.7% | -1.5% | +5.3% | +5.5% |
| 30D | +4.4% | -10.4% | +14.8% | +16.6% |
| 3M | -26.7% | -29.6% | +3.0% | +2.5% |
| 6M | -12.8% | -40.3% | +27.4% | +41.9% |
| YTD | +22.7% | -25.5% | +48.1% | +54.2% |
| 1Y | +35.7% | -26.4% | +62.1% | +71.8% |
| 3Y | +134.6% | +31.4% | +103.1% | +45.7% |
| 5Y | -46.0% | +28.6% | -74.6% | -65.1% |
| 10Y | +38.0% | +260.9% | -222.9% | -72.5% |
| All | +296.0% | -52.4% | +348.4% | +541.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling