+334.1%
USB vs TNA
+726.6%
-392.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.6% | +11.5% | +2.4% |
| 7D | -1.5% | -14.0% | +12.5% | +3.2% |
| 30D | +4.3% | -12.5% | +16.8% | +8.3% |
| 3M | -6.1% | -28.8% | +22.7% | +4.1% |
| 6M | +9.4% | -18.4% | +27.8% | +14.4% |
| YTD | +15.2% | +15.1% | +0.1% | +5.6% |
| 1Y | +32.8% | +14.7% | +18.0% | +21.0% |
| 3Y | +91.3% | +99.7% | -8.4% | +30.3% |
| 5Y | +22.7% | -50.9% | +73.5% | +17.5% |
| 10Y | +97.0% | +71.6% | +25.4% | -11.4% |
| All | +334.1% | +726.6% | -392.5% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling