-16.4%
PINS vs TNA
+13.3%
-29.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -12.0% | -0.1% | -11.9% | -12.0% |
| 30D | -12.7% | -4.9% | -7.8% | -11.3% |
| 3M | -5.5% | +0.4% | -5.9% | -6.7% |
| 6M | +5.3% | +32.5% | -27.3% | -7.9% |
| YTD | -21.2% | +53.7% | -74.9% | -35.5% |
| 1Y | -45.0% | +65.1% | -110.2% | -57.0% |
| 3Y | -26.2% | +98.4% | -124.7% | -53.4% |
| 5Y | -64.0% | -22.5% | -41.5% | -70.3% |
| All | -16.4% | +13.3% | -29.7% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling