+6.0%
TNA vs USHY
+50.4%
-44.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -2.9% |
| 7D | -3.6% | -0.1% | -3.5% | -2.7% |
| 30D | -10.1% | 0.0% | -10.0% | -9.6% |
| 3M | +2.7% | +0.8% | +1.8% | -1.6% |
| 6M | +38.4% | +1.9% | +36.5% | +27.8% |
| YTD | +45.4% | +2.3% | +43.2% | +32.9% |
| 1Y | +55.9% | +4.1% | +51.8% | +29.6% |
| 3Y | +109.8% | +27.8% | +82.0% | -37.2% |
| 5Y | -22.5% | +21.5% | -44.0% | -59.3% |
| All | +6.0% | +50.4% | -44.4% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling