+1,155.2%
PM vs TNA
+781.2%
+374.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +0.5% | +3.7% | -3.2% | 0.0% |
| 30D | -3.2% | +4.4% | -7.6% | -4.0% |
| 3M | +6.2% | -26.7% | +32.9% | +9.8% |
| 6M | +7.7% | -12.8% | +20.5% | +8.2% |
| YTD | +27.3% | +22.7% | +4.6% | +21.5% |
| 1Y | +32.8% | +35.7% | -2.9% | +24.9% |
| 3Y | +150.0% | +134.6% | +15.4% | +104.1% |
| 5Y | +164.2% | -46.0% | +210.2% | +148.2% |
| 10Y | +265.7% | +38.0% | +227.7% | +155.7% |
| All | +1,155.2% | +781.2% | +374.0% | +461.7% |
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 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