+23,134.5%
URI vs TNA
+812.2%
+22,322.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.1% |
| 7D | -6.0% | -0.5% | -5.5% | -6.1% |
| 30D | +4.6% | -0.7% | +5.3% | +4.3% |
| 3M | -2.7% | -21.5% | +18.8% | +8.2% |
| 6M | +18.4% | -11.2% | +29.6% | +22.0% |
| YTD | +37.4% | +27.0% | +10.4% | +16.2% |
| 1Y | +30.4% | +28.0% | +2.3% | +8.9% |
| 3Y | +147.9% | +142.9% | +5.0% | +29.7% |
| 5Y | +202.1% | -42.6% | +244.6% | +172.2% |
| 10Y | +1,182.4% | +53.3% | +1,129.2% | +373.6% |
| All | +23,134.5% | +812.2% | +22,322.3% | +1,639.2% |
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