+55.9%
TNA vs PRU
+16.8%
+39.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -2.5% |
| 7D | -3.6% | -1.9% | -1.7% | -1.7% |
| 30D | -10.1% | -2.6% | -7.5% | -7.6% |
| 3M | +2.7% | +14.7% | -12.0% | -13.1% |
| 6M | +38.4% | +25.7% | +12.7% | +4.1% |
| YTD | +45.4% | +8.3% | +37.2% | +28.1% |
| 1Y | +55.9% | +17.3% | +38.6% | +20.0% |
| All | +55.9% | +16.8% | +39.1% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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