-1.3%
PPL vs TNA
-18.6%
+17.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -0.6% |
| 7D | +0.4% | -7.0% | +7.4% | +0.4% |
| 30D | +5.4% | -6.4% | +11.9% | +5.5% |
| 3M | +4.3% | -25.7% | +29.9% | +4.9% |
| 6M | -1.3% | -19.7% | +18.4% | -1.3% |
| All | -1.3% | -18.6% | +17.2% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling