+24.4%
USB vs TNA
-41.7%
+66.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.8% |
| 7D | -0.5% | -2.1% | +1.6% | -0.3% |
| 30D | +5.7% | +3.1% | +2.6% | +4.1% |
| 3M | -4.7% | -20.2% | +15.5% | +0.8% |
| 6M | +13.4% | -10.0% | +23.4% | +14.6% |
| YTD | +17.0% | +30.3% | -13.3% | +4.5% |
| 1Y | +32.4% | +31.1% | +1.3% | +17.4% |
| 3Y | +101.7% | +149.4% | -47.7% | +35.5% |
| 5Y | +24.4% | -42.5% | +66.9% | +10.2% |
| All | +24.4% | -41.7% | +66.1% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling