-23.0%
TNA vs PSLV
+154.2%
-177.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -7.3% | -3.5% | -3.8% | -5.8% |
| 30D | -14.2% | -2.1% | -12.0% | -13.5% |
| 3M | -4.6% | -1.6% | -2.9% | -4.6% |
| 6M | +36.9% | -25.5% | +62.4% | +54.9% |
| YTD | +42.5% | -11.4% | +54.0% | +34.1% |
| 1Y | +45.8% | +48.6% | -2.8% | -4.3% |
| 3Y | +104.7% | +166.9% | -62.2% | -11.7% |
| All | -23.0% | +154.2% | -177.3% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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