+736.3%
TT vs PNR
+99.2%
+637.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.6% |
| 7D | +4.0% | +0.3% | +3.8% | +3.9% |
| 30D | -11.3% | +31.7% | -43.0% | -24.8% |
| 3M | -12.3% | +2.6% | -14.9% | -14.6% |
| 6M | -10.8% | -6.4% | -4.5% | -9.9% |
| YTD | +8.2% | -33.4% | +41.6% | +31.6% |
| 1Y | +1.5% | -35.1% | +36.5% | +25.1% |
| 3Y | +91.5% | +17.1% | +74.4% | +60.1% |
| 5Y | +130.2% | -3.5% | +133.8% | +112.2% |
| All | +736.3% | +99.2% | +637.1% | +370.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling