+118.9%
TNA vs PTC
-8.0%
+126.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | +3.2% |
| 7D | +4.1% | -12.8% | +16.9% | +15.7% |
| 30D | -7.6% | -9.8% | +2.2% | -0.8% |
| 3M | +8.1% | -2.1% | +10.1% | +4.4% |
| 6M | +49.0% | -18.1% | +67.1% | +73.3% |
| YTD | +51.7% | -23.5% | +75.2% | +89.8% |
| 1Y | +59.6% | -37.4% | +97.0% | +161.7% |
| 3Y | +118.9% | -7.2% | +126.1% | +84.5% |
| All | +118.9% | -8.0% | +126.9% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling