+117.0%
TT vs PNR
-13.0%
+130.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.4% |
| 7D | +1.4% | -3.9% | +5.3% | +3.1% |
| 30D | -6.7% | -13.8% | +7.1% | -0.8% |
| 3M | -5.4% | -22.5% | +17.1% | +4.3% |
| 6M | +4.4% | -37.2% | +41.5% | +26.5% |
| YTD | +14.9% | -44.2% | +59.1% | +46.2% |
| 1Y | +9.3% | -46.6% | +55.9% | +42.0% |
| All | +117.0% | -13.0% | +130.1% | +115.8% |
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