-21.5%
PINS vs TNA
-9.6%
-12.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +1.0% | +3.7% | -2.7% | -0.6% |
| 30D | -12.0% | +4.4% | -16.4% | -13.8% |
| 3M | -17.9% | -26.7% | +8.8% | -9.1% |
| 6M | -1.0% | -12.8% | +11.8% | +1.5% |
| YTD | -26.0% | +22.7% | -48.7% | -34.8% |
| 1Y | -28.5% | +35.7% | -64.1% | -39.7% |
| 3Y | -39.2% | +134.6% | -173.8% | -64.4% |
| 5Y | -58.3% | -46.0% | -12.4% | -61.2% |
| All | -21.5% | -9.6% | -12.0% | -53.7% |
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