+59.7%
TEM vs PNR
-22.7%
+82.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +1.7% |
| 7D | +3.2% | -3.0% | +6.3% | +5.9% |
| 30D | +23.5% | -14.9% | +38.4% | +41.4% |
| 3M | +32.3% | -19.0% | +51.3% | +53.6% |
| 6M | +23.0% | -35.9% | +58.9% | +78.8% |
| YTD | +8.9% | -43.1% | +52.0% | +78.1% |
| 1Y | -19.9% | -46.4% | +26.5% | +41.4% |
| All | +59.7% | -22.7% | +82.4% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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