+102.5%
TNA vs USFR
+14.1%
+88.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -2.9% |
| 7D | -7.6% | +0.1% | -7.7% | -7.1% |
| 30D | -13.6% | +0.3% | -13.9% | -11.7% |
| 3M | +2.8% | +1.0% | +1.9% | +9.7% |
| 6M | +34.5% | +1.9% | +32.6% | +49.7% |
| YTD | +41.0% | +2.7% | +38.4% | +59.0% |
| 1Y | +52.0% | +4.0% | +48.0% | +74.6% |
| All | +102.5% | +14.1% | +88.4% | +258.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling