+1,316.1%
TNA vs PTC
+1,177.4%
+138.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.8% | +8.4% |
| 7D | -0.1% | -10.3% | +10.2% | +13.9% |
| 30D | -4.9% | +1.1% | -6.1% | -8.7% |
| 3M | +0.4% | +1.6% | -1.2% | -10.5% |
| 6M | +32.5% | -13.5% | +46.0% | +40.6% |
| YTD | +53.7% | -19.1% | +72.8% | +74.7% |
| 1Y | +65.1% | -33.9% | +99.0% | +147.2% |
| 3Y | +98.4% | -3.9% | +102.4% | +84.6% |
| 5Y | -22.5% | +6.0% | -28.5% | -31.8% |
| 10Y | +82.5% | +223.7% | -141.2% | -65.8% |
| All | +1,316.1% | +1,177.4% | +138.7% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling