+64.4%
UL vs TNA
+86.1%
-21.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.5% |
| 7D | -3.4% | -7.3% | +3.9% | -2.7% |
| 30D | +0.5% | -14.2% | +14.7% | +1.9% |
| 3M | +7.2% | -4.6% | +11.8% | +7.5% |
| 6M | -3.1% | +36.9% | -40.0% | -6.6% |
| YTD | -2.7% | +42.5% | -45.3% | -7.0% |
| 1Y | -10.2% | +45.8% | -56.0% | -14.8% |
| 3Y | +20.3% | +104.7% | -84.4% | +4.9% |
| 5Y | +19.9% | -21.7% | +41.6% | +10.8% |
| All | +64.4% | +86.1% | -21.7% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling