+662.0%
PBR vs TNA
+86.1%
+575.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +5.4% | -7.3% | +12.6% | +7.6% |
| 30D | +22.9% | -14.2% | +37.0% | +27.9% |
| 3M | +19.6% | -4.6% | +24.2% | +19.9% |
| 6M | +16.5% | +36.9% | -20.5% | +2.5% |
| YTD | +86.7% | +42.5% | +44.1% | +60.5% |
| 1Y | +74.7% | +45.8% | +28.9% | +46.7% |
| 3Y | +102.6% | +104.7% | -2.1% | +31.9% |
| 5Y | +566.6% | -21.7% | +588.3% | +413.9% |
| All | +662.0% | +86.1% | +575.9% | +206.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling