+142.3%
TNA vs PR
+169.5%
-27.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | -0.1% | +2.9% | -3.0% | -1.1% |
| 30D | -4.9% | +18.0% | -23.0% | -10.5% |
| 3M | +0.4% | +16.9% | -16.5% | -5.8% |
| 6M | +32.5% | +28.2% | +4.3% | +18.7% |
| YTD | +53.7% | +69.3% | -15.6% | +24.7% |
| 1Y | +65.1% | +69.5% | -4.4% | +33.2% |
| 3Y | +98.4% | +81.7% | +16.8% | +60.6% |
| 5Y | -22.5% | +422.2% | -444.7% | -54.5% |
| 10Y | +82.5% | +110.4% | -27.8% | +34.3% |
| All | +142.3% | +169.5% | -27.2% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling