+89.2%
USB vs TNA
+82.9%
+6.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.6% | -7.1% | -0.5% |
| 7D | +0.8% | +2.3% | -1.5% | -0.4% |
| 30D | +6.8% | +1.4% | +5.4% | +5.6% |
| 3M | -3.8% | -21.1% | +17.3% | +2.6% |
| 6M | +11.7% | -9.4% | +21.1% | +12.8% |
| YTD | +17.5% | +29.6% | -12.2% | +4.2% |
| 1Y | +33.8% | +34.6% | -0.9% | +16.6% |
| 3Y | +104.2% | +155.9% | -51.6% | +31.5% |
| 5Y | +26.4% | -44.2% | +70.6% | +17.3% |
| 10Y | +89.2% | +63.7% | +25.5% | -6.5% |
| All | +89.2% | +82.9% | +6.3% | -6.5% |
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