+18.9%
UL vs TNA
-23.3%
+42.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.6% |
| 7D | -3.4% | -7.3% | +3.9% | -2.9% |
| 30D | +0.5% | -14.2% | +14.7% | +1.5% |
| 3M | +7.2% | -4.6% | +11.8% | +7.4% |
| 6M | -3.1% | +36.9% | -40.0% | -5.7% |
| YTD | -2.7% | +42.5% | -45.3% | -5.9% |
| 1Y | -10.2% | +45.8% | -56.0% | -13.7% |
| 3Y | +20.3% | +104.7% | -84.4% | +7.4% |
| All | +18.9% | -23.3% | +42.2% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling