+33.0%
USB vs TNA
+29.1%
+3.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.6% | -7.1% | +0.5% |
| 7D | +0.8% | +2.3% | -1.5% | 0.0% |
| 30D | +6.8% | +1.4% | +5.4% | +6.0% |
| 3M | -3.8% | -21.1% | +17.3% | +0.7% |
| 6M | +11.7% | -9.4% | +21.1% | +12.4% |
| YTD | +17.5% | +29.6% | -12.2% | +7.1% |
| All | +33.0% | +29.1% | +3.9% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling