+141.0%
PH vs TNA
+105.9%
+35.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | +0.6% |
| 7D | 0.0% | -3.6% | +3.6% | +1.1% |
| 30D | -10.3% | -10.1% | -0.2% | -7.5% |
| 3M | +5.1% | +2.7% | +2.4% | +3.6% |
| 6M | +2.3% | +38.4% | -36.1% | -9.4% |
| YTD | +8.7% | +45.4% | -36.7% | -5.9% |
| 1Y | +26.8% | +55.9% | -29.2% | +5.7% |
| All | +141.0% | +105.9% | +35.0% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling