-49.1%
PNR vs TD
+60.9%
-110.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -6.0% | -0.5% | -5.5% | -5.9% |
| 30D | -14.0% | -1.9% | -12.1% | -13.4% |
| 3M | -21.7% | +4.8% | -26.4% | -24.0% |
| 6M | -37.3% | +28.0% | -65.3% | -44.8% |
| YTD | -45.1% | +30.3% | -75.4% | -52.0% |
| 1Y | -49.1% | +59.8% | -108.9% | -57.6% |
| All | -49.1% | +60.9% | -110.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling