+45.8%
TNA vs PTC
-36.4%
+82.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -7.3% | -7.3% | 0.0% | -6.0% |
| 30D | -14.2% | -11.6% | -2.5% | -12.4% |
| 3M | -4.6% | +10.5% | -15.0% | -7.1% |
| 6M | +36.9% | -17.8% | +54.7% | +55.8% |
| YTD | +42.5% | -24.9% | +67.5% | +81.9% |
| 1Y | +45.8% | -36.8% | +82.6% | +170.6% |
| All | +45.8% | -36.4% | +82.2% | +170.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling