+32.7%
TNA vs PTC
+312.5%
-279.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.7% | +0.5% | +3.2% | +3.2% |
| 30D | +4.4% | +1.2% | +3.2% | +3.2% |
| 3M | -26.7% | +27.4% | -54.0% | -49.8% |
| 6M | -12.8% | +39.2% | -52.0% | -50.0% |
| YTD | +22.7% | +12.5% | +10.2% | -12.2% |
| 1Y | +35.7% | +12.3% | +23.4% | -2.4% |
| 3Y | +134.6% | +28.8% | +105.7% | +45.8% |
| 5Y | -46.0% | +60.9% | -106.9% | -72.0% |
| All | +32.7% | +312.5% | -279.8% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling