+1,041.8%
PM vs TNA
+1,004.3%
+37.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -3.4% | -4.9% | +1.5% | -2.9% |
| 3M | +5.2% | +0.4% | +4.8% | +4.5% |
| 6M | +3.7% | +32.5% | -28.8% | -1.1% |
| YTD | +15.8% | +53.7% | -38.0% | +8.0% |
| 1Y | +17.4% | +65.1% | -47.7% | +7.6% |
| 3Y | +116.9% | +98.4% | +18.5% | +82.2% |
| 5Y | +117.3% | -22.5% | +139.8% | +94.8% |
| 10Y | +193.8% | +82.5% | +111.2% | +98.6% |
| All | +1,041.8% | +1,004.3% | +37.4% | +399.2% |
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