-37.5%
U vs TNA
+116.8%
-154.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.4% |
| 7D | +4.5% | +4.1% | +0.4% | +2.0% |
| 30D | -0.6% | -7.6% | +7.1% | +3.7% |
| 3M | +48.4% | +8.1% | +40.4% | +40.5% |
| 6M | +115.4% | +49.0% | +66.4% | +63.8% |
| YTD | -3.2% | +51.7% | -54.9% | -27.1% |
| 1Y | -6.0% | +59.6% | -65.7% | -32.2% |
| 3Y | +13.5% | +118.9% | -105.4% | -41.2% |
| 5Y | -68.0% | -19.2% | -48.8% | -74.8% |
| All | -37.5% | +116.8% | -154.2% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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