+356.1%
USB vs TNA
+1,004.3%
-648.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | +15.2% | +0.4% | +14.9% | +13.9% |
| 6M | +18.8% | +32.5% | -13.7% | +5.5% |
| YTD | +21.0% | +53.7% | -32.7% | +1.7% |
| 1Y | +34.0% | +65.1% | -31.1% | +8.3% |
| 3Y | +95.3% | +98.4% | -3.1% | +34.2% |
| 5Y | +40.4% | -22.5% | +62.8% | +15.5% |
| 10Y | +107.3% | +82.5% | +24.8% | -8.1% |
| All | +356.1% | +1,004.3% | -648.2% | -55.6% |
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