+1,186.2%
URI vs TNA
+84.1%
+1,102.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.8% | -2.5% |
| 7D | -0.5% | -7.6% | +7.1% | +2.9% |
| 30D | -13.4% | -13.6% | +0.3% | -7.9% |
| 3M | -6.2% | +2.8% | -9.0% | -8.1% |
| 6M | +28.0% | +34.5% | -6.5% | +9.1% |
| YTD | +23.0% | +41.0% | -18.1% | +1.7% |
| 1Y | +5.5% | +52.0% | -46.5% | -17.3% |
| 3Y | +119.2% | +103.5% | +15.7% | +32.9% |
| 5Y | +201.0% | -22.5% | +223.6% | +144.2% |
| All | +1,186.2% | +84.1% | +1,102.1% | +367.3% |
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 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