+92.8%
TT vs PNR
+18.1%
+74.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.8% | -0.1% | +1.0% | +0.8% |
| 30D | -11.8% | +33.4% | -45.1% | -21.2% |
| 3M | -11.6% | +4.9% | -16.4% | -13.1% |
| 6M | -9.3% | -8.5% | -0.8% | -6.5% |
| YTD | +8.9% | -32.1% | +41.0% | +27.1% |
| 1Y | -2.2% | -35.0% | +32.7% | +16.5% |
| All | +92.8% | +18.1% | +74.7% | +82.0% |
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