+19.5%
UL vs TNA
+99.7%
-80.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.3% |
| 7D | -4.1% | -7.6% | +3.5% | -3.9% |
| 30D | -1.2% | -13.6% | +12.4% | -0.8% |
| 3M | +6.0% | +2.8% | +3.2% | +5.8% |
| 6M | -5.5% | +34.5% | -40.0% | -6.5% |
| YTD | -3.3% | +41.0% | -44.4% | -4.6% |
| 1Y | -9.8% | +52.0% | -61.8% | -11.4% |
| All | +19.5% | +99.7% | -80.2% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling