+76.5%
TNA vs WU
-39.1%
+115.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.4% |
| 7D | -7.3% | -3.5% | -3.8% | -3.4% |
| 30D | -14.2% | -2.9% | -11.2% | -11.7% |
| 3M | -4.6% | -2.3% | -2.3% | -9.4% |
| 6M | +36.9% | -25.4% | +62.3% | +79.4% |
| YTD | +42.5% | -21.2% | +63.8% | +71.3% |
| 1Y | +45.8% | -8.9% | +54.6% | +39.6% |
| 3Y | +104.7% | -29.0% | +133.6% | +168.1% |
| 5Y | -21.7% | -50.7% | +29.0% | +70.0% |
| All | +76.5% | -39.1% | +115.7% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling