-23.0%
TNA vs WPM
+263.6%
-286.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | -0.1% |
| 7D | -7.3% | -0.6% | -6.7% | -7.0% |
| 30D | -14.2% | +14.4% | -28.6% | -21.0% |
| 3M | -4.6% | +37.0% | -41.5% | -21.6% |
| 6M | +36.9% | +4.1% | +32.8% | +31.6% |
| YTD | +42.5% | +31.7% | +10.8% | +18.2% |
| 1Y | +45.8% | +44.2% | +1.6% | +13.5% |
| 3Y | +104.7% | +265.5% | -160.8% | -17.8% |
| All | -23.0% | +263.6% | -286.7% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling