+45.8%
TNA vs USFR
+4.1%
+41.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +3.5% |
| 7D | -7.3% | +0.1% | -7.4% | -3.1% |
| 30D | -14.2% | +0.4% | -14.5% | -3.4% |
| 3M | -4.6% | +1.0% | -5.6% | +37.8% |
| 6M | +36.9% | +2.0% | +34.9% | +152.3% |
| YTD | +42.5% | +2.8% | +39.8% | +164.9% |
| 1Y | +45.8% | +4.1% | +41.7% | +154.7% |
| All | +45.8% | +4.1% | +41.7% | +154.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling