-21.2%
PINS vs TNA
-3.9%
-17.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.5% |
| 7D | -9.4% | -2.1% | -7.2% | -9.0% |
| 30D | -10.2% | +3.1% | -13.3% | -11.7% |
| 3M | -19.0% | -20.2% | +1.1% | -13.0% |
| 6M | -7.4% | -10.0% | +2.6% | -6.0% |
| YTD | -25.7% | +30.3% | -56.1% | -35.9% |
| 1Y | -29.7% | +31.1% | -60.8% | -39.9% |
| 3Y | -38.1% | +149.4% | -187.5% | -64.5% |
| 5Y | -57.3% | -42.5% | -14.8% | -61.1% |
| All | -21.2% | -3.9% | -17.3% | -54.4% |
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