-45.3%
TNA vs PR
+273.3%
-318.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.8% |
| 7D | +3.7% | +6.0% | -2.3% | -0.1% |
| 30D | +4.4% | -4.2% | +8.6% | +6.1% |
| 3M | -26.7% | +10.0% | -36.6% | -32.4% |
| 6M | -12.8% | +15.6% | -28.4% | -24.2% |
| YTD | +22.7% | +68.2% | -45.5% | -20.0% |
| 1Y | +35.7% | +79.2% | -43.5% | -15.7% |
| 3Y | +134.6% | +94.9% | +39.7% | +40.2% |
| All | -45.3% | +273.3% | -318.6% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling