+9.2%
TT vs PNR
-43.1%
+52.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.2% | -2.4% | +2.1% | +0.4% |
| 30D | -7.4% | -12.8% | +5.4% | -4.2% |
| 3M | -3.2% | -17.0% | +13.8% | +1.0% |
| 6M | +1.1% | -37.4% | +38.5% | +13.5% |
| YTD | +15.6% | -41.6% | +57.2% | +30.3% |
| 1Y | +9.2% | -44.6% | +53.8% | +25.5% |
| All | +9.2% | -43.1% | +52.2% | +25.5% |
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