+76.5%
TNA vs WPM
+558.4%
-481.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.3% |
| 7D | -7.3% | -0.6% | -6.7% | -7.1% |
| 30D | -14.2% | +14.4% | -28.6% | -18.8% |
| 3M | -4.6% | +37.0% | -41.5% | -16.2% |
| 6M | +36.9% | +4.1% | +32.8% | +33.6% |
| YTD | +42.5% | +31.7% | +10.8% | +27.0% |
| 1Y | +45.8% | +44.2% | +1.6% | +25.2% |
| 3Y | +104.7% | +265.5% | -160.8% | +24.0% |
| 5Y | -21.7% | +262.5% | -284.2% | -53.4% |
| All | +76.5% | +558.4% | -481.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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