-22.5%
TNA vs PTC
-0.9%
-21.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.9% | -0.6% |
| 7D | -3.6% | -13.6% | +10.0% | +12.1% |
| 30D | -10.1% | -14.7% | +4.6% | +5.1% |
| 3M | +2.7% | -5.9% | +8.6% | +1.4% |
| 6M | +38.4% | -21.1% | +59.5% | +66.5% |
| YTD | +45.4% | -26.0% | +71.4% | +87.2% |
| 1Y | +55.9% | -36.8% | +92.8% | +151.6% |
| 3Y | +109.8% | -10.3% | +120.1% | +103.8% |
| 5Y | -22.5% | +1.2% | -23.7% | -31.2% |
| All | -22.5% | -0.9% | -21.6% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling