+77.2%
TNA vs PR
+101.2%
-24.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | +4.1% | -0.6% | +4.7% | +4.3% |
| 30D | -7.6% | +17.4% | -25.0% | -12.9% |
| 3M | +8.1% | +21.8% | -13.7% | -0.2% |
| 6M | +49.0% | +27.6% | +21.4% | +33.7% |
| YTD | +51.7% | +71.4% | -19.7% | +22.4% |
| 1Y | +59.6% | +78.3% | -18.7% | +26.4% |
| 3Y | +118.9% | +85.5% | +33.4% | +75.8% |
| 5Y | -19.2% | +422.7% | -441.8% | -52.8% |
| 10Y | +77.2% | +87.1% | -9.9% | +33.5% |
| All | +77.2% | +101.2% | -24.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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