+91.7%
USB vs TNA
+66.5%
+25.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.4% |
| 7D | 0.0% | -7.0% | +7.0% | +1.9% |
| 30D | +5.8% | -6.4% | +12.3% | +7.4% |
| 3M | -6.0% | -25.7% | +19.7% | +2.2% |
| 6M | +7.8% | -19.7% | +27.5% | +13.0% |
| YTD | +14.6% | +18.3% | -3.7% | +4.7% |
| 1Y | +31.8% | +24.6% | +7.2% | +17.8% |
| 3Y | +91.5% | +112.8% | -21.3% | +30.7% |
| 5Y | +22.0% | -49.5% | +71.6% | +16.9% |
| All | +91.7% | +66.5% | +25.2% | -7.6% |
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 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