+81.3%
USB vs TNA
+33.3%
+48.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +2.6% | +3.7% | -1.1% | +1.3% |
| 30D | +8.4% | +4.4% | +4.0% | +6.2% |
| 3M | -5.5% | -26.7% | +21.1% | +2.9% |
| 6M | +17.7% | -12.8% | +30.6% | +20.2% |
| YTD | +17.6% | +22.7% | -5.1% | +6.0% |
| 1Y | +33.9% | +35.7% | -1.8% | +16.4% |
| 3Y | +103.8% | +134.6% | -30.7% | +34.8% |
| 5Y | +25.6% | -46.0% | +71.6% | +17.6% |
| All | +81.3% | +33.3% | +48.0% | -7.0% |
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