+102.5%
TNA vs WU
-29.2%
+131.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.5% |
| 7D | -7.6% | -5.0% | -2.6% | -4.2% |
| 30D | -13.6% | -2.3% | -11.4% | -12.4% |
| 3M | +2.8% | -3.2% | +6.1% | +0.2% |
| 6M | +34.5% | -25.0% | +59.5% | +62.8% |
| YTD | +41.0% | -21.7% | +62.7% | +62.2% |
| 1Y | +52.0% | -9.0% | +61.0% | +46.6% |
| All | +102.5% | -29.2% | +131.6% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling