+208.8%
PM vs TNA
+84.1%
+124.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.5% |
| 7D | +1.9% | -7.6% | +9.5% | +2.9% |
| 30D | +1.9% | -13.6% | +15.5% | +3.6% |
| 3M | +4.6% | +2.8% | +1.8% | +3.8% |
| 6M | +11.7% | +34.5% | -22.8% | +6.4% |
| YTD | +20.4% | +41.0% | -20.7% | +13.6% |
| 1Y | +19.0% | +52.0% | -33.1% | +10.3% |
| 3Y | +130.4% | +103.5% | +26.9% | +91.4% |
| 5Y | +131.5% | -22.5% | +154.0% | +107.9% |
| All | +208.8% | +84.1% | +124.7% | +107.3% |
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