+74.7%
TNA vs PTC
+200.2%
-125.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -7.6% | -14.2% | +6.6% | +9.1% |
| 30D | -13.6% | -14.4% | +0.8% | +1.3% |
| 3M | +2.8% | -4.7% | +7.5% | -0.3% |
| 6M | +34.5% | -19.3% | +53.8% | +54.9% |
| YTD | +41.0% | -26.1% | +67.1% | +77.9% |
| 1Y | +52.0% | -37.1% | +89.1% | +136.0% |
| 3Y | +103.5% | -10.4% | +113.9% | +108.6% |
| 5Y | -22.5% | +2.5% | -25.0% | -26.8% |
| All | +74.7% | +200.2% | -125.5% | -38.8% |
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