+23.1%
PH vs TNA
+50.2%
-27.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.9% |
| 7D | -3.1% | -7.6% | +4.5% | -1.5% |
| 30D | -11.8% | -13.6% | +1.8% | -9.0% |
| 3M | +6.9% | +2.8% | +4.1% | +5.9% |
| 6M | -1.3% | +34.5% | -35.8% | -9.4% |
| YTD | +7.0% | +41.0% | -34.1% | -2.9% |
| 1Y | +23.1% | +52.0% | -28.9% | +8.3% |
| All | +23.1% | +50.2% | -27.1% | +8.3% |
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