+76.5%
TNA vs PPG
+26.9%
+49.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.4% |
| 7D | -7.3% | -6.2% | -1.0% | +2.7% |
| 30D | -14.2% | -7.9% | -6.2% | -2.1% |
| 3M | -4.6% | -10.2% | +5.7% | +11.3% |
| 6M | +36.9% | +2.7% | +34.3% | +27.4% |
| YTD | +42.5% | +4.9% | +37.7% | +25.0% |
| 1Y | +45.8% | -3.2% | +49.0% | +44.8% |
| 3Y | +104.7% | -17.0% | +121.6% | +184.6% |
| 5Y | -21.7% | -23.3% | +1.6% | +35.2% |
| All | +76.5% | +26.9% | +49.7% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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