+76.5%
TNA vs USFR
+28.1%
+48.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | -7.3% | +0.1% | -7.4% | -7.5% |
| 30D | -14.2% | +0.4% | -14.5% | -14.8% |
| 3M | -4.6% | +1.0% | -5.6% | -6.6% |
| 6M | +36.9% | +2.0% | +34.9% | +31.2% |
| YTD | +42.5% | +2.8% | +39.8% | +34.1% |
| 1Y | +45.8% | +4.1% | +41.7% | +32.8% |
| 3Y | +104.7% | +14.1% | +90.5% | +49.4% |
| 5Y | -21.7% | +20.6% | -42.3% | -51.6% |
| All | +76.5% | +28.1% | +48.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling