+407.0%
TSM vs PNR
-13.0%
+420.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | +0.1% |
| 7D | +4.8% | -3.9% | +8.7% | +6.7% |
| 30D | +4.0% | -13.8% | +17.8% | +11.4% |
| 3M | +2.0% | -22.5% | +24.5% | +13.7% |
| 6M | +25.5% | -37.2% | +62.6% | +56.8% |
| YTD | +44.0% | -44.2% | +88.2% | +91.0% |
| 1Y | +75.4% | -46.6% | +122.1% | +138.4% |
| All | +407.0% | -13.0% | +420.0% | +421.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling