+65.1%
TNA vs USHY
+4.6%
+60.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +1.0% |
| 7D | -0.1% | -0.1% | 0.0% | +1.5% |
| 30D | -4.9% | +0.1% | -5.0% | -5.7% |
| 3M | +0.4% | +0.8% | -0.4% | -7.5% |
| 6M | +32.5% | +1.7% | +30.8% | +16.9% |
| YTD | +53.7% | +2.5% | +51.2% | +24.2% |
| 1Y | +65.1% | +4.4% | +60.7% | +6.2% |
| All | +65.1% | +4.6% | +60.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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