+69.2%
TSM vs PNR
-47.6%
+116.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.0% | -6.0% | +7.0% | +3.2% |
| 30D | +1.0% | -14.0% | +14.9% | +6.3% |
| 3M | +2.9% | -21.7% | +24.6% | +10.9% |
| 6M | +22.8% | -37.3% | +60.1% | +49.0% |
| YTD | +43.3% | -45.1% | +88.4% | +84.2% |
| 1Y | +69.2% | -49.1% | +118.3% | +133.7% |
| All | +69.2% | -47.6% | +116.8% | +133.7% |
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