+14.0%
TFC vs PNR
-21.7%
+35.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -2.4% | -6.0% | +3.6% | +0.7% |
| 30D | -3.4% | -14.0% | +10.6% | +4.3% |
| 3M | +0.4% | -21.7% | +22.1% | +12.1% |
| 6M | +12.7% | -37.3% | +49.9% | +41.4% |
| YTD | +5.6% | -45.1% | +50.7% | +41.8% |
| 1Y | +16.0% | -49.1% | +65.2% | +62.9% |
| 3Y | +94.0% | -14.8% | +108.8% | +96.6% |
| All | +14.0% | -21.7% | +35.7% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling