+19.2%
TNA vs PR
+68.0%
-48.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +3.1% |
| 7D | -7.0% | -16.4% | +9.4% | -10.2% |
| 30D | -6.4% | -1.9% | -4.5% | -6.7% |
| 3M | -25.7% | +8.0% | -33.6% | -24.3% |
| 6M | -19.7% | +4.1% | -23.8% | -17.8% |
| YTD | +18.3% | +58.7% | -40.4% | +5.6% |
| All | +19.2% | +68.0% | -48.7% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling