+113.9%
TNA vs USFR
+27.6%
+86.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -10.1% | +0.3% | -10.3% | -10.3% |
| 3M | +2.7% | +1.0% | +1.7% | +1.7% |
| 6M | +38.4% | +1.9% | +36.5% | +35.8% |
| YTD | +45.4% | +2.7% | +42.8% | +41.7% |
| 1Y | +55.9% | +4.0% | +52.0% | +49.9% |
| 3Y | +109.8% | +14.0% | +95.8% | +83.8% |
| 5Y | -22.5% | +20.4% | -42.9% | -36.1% |
| 10Y | +87.5% | +28.0% | +59.5% | +46.8% |
| All | +113.9% | +27.6% | +86.3% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling