+9.4%
USB vs TNA
-16.3%
+25.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.6% | +11.5% | +0.3% |
| 7D | -1.5% | -14.0% | +12.5% | +1.0% |
| 30D | +4.3% | -12.5% | +16.8% | +6.5% |
| 3M | -6.1% | -28.8% | +22.7% | -1.0% |
| 6M | +9.4% | -18.4% | +27.8% | +11.5% |
| All | +9.4% | -16.3% | +25.7% | +11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling