+378.2%
UL vs TNA
+990.0%
-611.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -1.3% | +4.1% | -5.4% | -1.8% |
| 30D | +0.9% | -7.6% | +8.6% | +1.9% |
| 3M | +14.2% | +8.1% | +6.2% | +12.6% |
| 6M | -3.2% | +49.0% | -52.2% | -9.2% |
| YTD | -0.3% | +51.7% | -52.1% | -7.2% |
| 1Y | -8.8% | +59.6% | -68.4% | -16.3% |
| 3Y | +23.9% | +118.9% | -95.0% | +1.8% |
| 5Y | +21.4% | -19.2% | +40.5% | +7.9% |
| 10Y | +66.7% | +77.2% | -10.6% | +6.6% |
| All | +378.2% | +990.0% | -611.7% | +55.3% |
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