+84.4%
TSM vs PNR
-43.1%
+127.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.7% |
| 7D | +2.7% | -2.4% | +5.1% | +3.6% |
| 30D | +3.6% | -12.8% | +16.4% | +8.6% |
| 3M | -3.4% | -17.0% | +13.6% | +2.2% |
| 6M | +20.6% | -37.4% | +58.0% | +47.1% |
| YTD | +41.9% | -41.6% | +83.5% | +77.6% |
| 1Y | +84.4% | -44.6% | +129.0% | +141.5% |
| All | +84.4% | -43.1% | +127.4% | +141.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling