+1,151.9%
URI vs TNA
+34.7%
+1,117.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | +1.1% |
| 7D | +9.3% | +7.7% | +1.6% | +5.8% |
| 30D | +7.6% | -0.7% | +8.3% | +7.4% |
| 3M | +1.0% | -25.4% | +26.4% | +13.7% |
| 6M | +19.8% | -11.8% | +31.7% | +23.7% |
| YTD | +41.9% | +23.9% | +17.9% | +23.4% |
| 1Y | +33.4% | +25.6% | +7.8% | +14.5% |
| 3Y | +156.0% | +137.1% | +18.9% | +44.8% |
| 5Y | +209.5% | -45.4% | +254.9% | +195.3% |
| All | +1,151.9% | +34.7% | +1,117.1% | +521.5% |
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 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