+62.2%
PANW vs TNA
+37.5%
+24.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.5% |
| 7D | -11.8% | +2.4% | -14.2% | -12.2% |
| 30D | -14.4% | -0.9% | -13.5% | -14.4% |
| 3M | -5.0% | -19.2% | +14.2% | -1.4% |
| 6M | +88.6% | -0.8% | +89.4% | +88.2% |
| YTD | +88.9% | +33.2% | +55.7% | +75.6% |
| 1Y | +62.2% | +38.5% | +23.7% | +47.6% |
| All | +62.2% | +37.5% | +24.8% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling