+34.0%
TNA vs PR
+83.7%
-49.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -6.9% | -5.6% |
| 7D | +7.7% | +6.7% | +1.0% | +5.3% |
| 30D | -0.7% | -6.1% | +5.4% | +1.1% |
| 3M | -25.4% | +6.9% | -32.2% | -27.8% |
| 6M | -11.8% | +14.6% | -26.4% | -17.7% |
| YTD | +23.9% | +66.1% | -42.2% | +0.2% |
| 1Y | +25.6% | +77.0% | -51.4% | -0.8% |
| 3Y | +137.1% | +93.8% | +43.3% | +86.6% |
| 5Y | -45.4% | +268.2% | -313.7% | -65.1% |
| All | +34.0% | +83.7% | -49.7% | +7.1% |
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