-63.4%
PINS vs TT
+140.2%
-203.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -12.0% | 0.0% | -12.0% | -12.0% |
| 30D | -12.7% | -7.2% | -5.5% | -9.8% |
| 3M | -5.5% | -3.0% | -2.5% | -5.4% |
| 6M | +5.3% | +1.4% | +3.9% | +1.8% |
| YTD | -21.2% | +15.9% | -37.1% | -30.4% |
| 1Y | -45.0% | +9.4% | -54.5% | -50.1% |
| 3Y | -26.2% | +124.4% | -150.6% | -61.6% |
| All | -63.4% | +140.2% | -203.6% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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