+66.7%
PANW vs TNA
+52.8%
+13.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -0.8% | -7.3% | +6.5% | +0.7% |
| 30D | -14.6% | -14.2% | -0.4% | -12.0% |
| 3M | +18.3% | -4.6% | +22.9% | +19.5% |
| 6M | +100.5% | +36.9% | +63.6% | +88.1% |
| YTD | +79.5% | +42.5% | +37.0% | +65.1% |
| 1Y | +66.7% | +45.8% | +21.0% | +51.1% |
| All | +66.7% | +52.8% | +13.9% | +51.1% |
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