+41.2%
USB vs TNA
-22.2%
+63.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | -1.3% | -4.9% | +3.6% | 0.0% |
| 3M | +15.2% | +0.4% | +14.9% | +14.1% |
| 6M | +18.8% | +32.5% | -13.7% | +7.2% |
| YTD | +21.0% | +53.7% | -32.7% | +4.0% |
| 1Y | +34.0% | +65.1% | -31.1% | +11.2% |
| 3Y | +95.3% | +98.4% | -3.1% | +40.5% |
| All | +41.2% | -22.2% | +63.3% | +14.9% |
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