+1,316.1%
TNA vs PRU
+1,177.5%
+138.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.8% |
| 7D | -0.1% | +1.9% | -1.9% | -2.3% |
| 30D | -4.9% | +2.7% | -7.6% | -8.0% |
| 3M | +0.4% | +19.5% | -19.1% | -19.3% |
| 6M | +32.5% | +26.6% | +5.9% | +0.1% |
| YTD | +53.7% | +12.3% | +41.4% | +33.3% |
| 1Y | +65.1% | +18.0% | +47.1% | +35.6% |
| 3Y | +98.4% | +47.0% | +51.4% | +41.4% |
| 5Y | -22.5% | +48.4% | -70.9% | -37.8% |
| 10Y | +82.5% | +142.4% | -59.9% | +22.1% |
| All | +1,316.1% | +1,177.5% | +138.6% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling