+46.9%
PM vs TNA
+37.5%
+9.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.7% |
| 7D | +4.3% | +2.4% | +1.8% | +4.4% |
| 30D | +11.5% | -0.9% | +12.4% | +11.6% |
| 3M | +13.0% | -19.2% | +32.3% | +12.6% |
| 6M | +25.9% | -0.8% | +26.8% | +25.3% |
| YTD | +34.0% | +33.2% | +0.8% | +32.4% |
| 1Y | +46.9% | +38.5% | +8.4% | +44.0% |
| All | +46.9% | +37.5% | +9.4% | +44.0% |
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