+23.3%
TMO vs PNR
-36.5%
+59.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -6.0% | +5.4% | +0.5% |
| 30D | +1.1% | -14.0% | +15.1% | +3.9% |
| 3M | +28.3% | -21.7% | +50.0% | +33.1% |
| 6M | +23.3% | -37.3% | +60.5% | +32.4% |
| All | +23.3% | -36.5% | +59.8% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling