-22.5%
TNA vs WU
-51.6%
+29.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.4% |
| 7D | -7.6% | -5.0% | -2.6% | -3.4% |
| 30D | -13.6% | -2.3% | -11.4% | -12.2% |
| 3M | +2.8% | -3.2% | +6.1% | 0.0% |
| 6M | +34.5% | -25.0% | +59.5% | +67.3% |
| YTD | +41.0% | -21.7% | +62.7% | +65.6% |
| 1Y | +52.0% | -9.0% | +61.0% | +47.8% |
| 3Y | +103.5% | -28.9% | +132.3% | +158.7% |
| 5Y | -22.5% | -51.0% | +28.5% | +42.0% |
| All | -22.5% | -51.6% | +29.0% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling