+15,818.7%
TT vs PNR
+3,652.8%
+12,165.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | 0.0% | -2.4% | +2.4% | +1.2% |
| 30D | -7.2% | -12.8% | +5.6% | -1.0% |
| 3M | -3.0% | -17.0% | +14.0% | +4.8% |
| 6M | +1.4% | -37.4% | +38.8% | +25.0% |
| YTD | +15.9% | -41.6% | +57.5% | +46.8% |
| 1Y | +9.4% | -44.6% | +54.0% | +41.9% |
| 3Y | +124.4% | -12.1% | +136.5% | +129.0% |
| 5Y | +138.0% | -17.4% | +155.4% | +147.2% |
| 10Y | +886.4% | +64.0% | +822.4% | +620.2% |
| All | +15,818.7% | +3,652.8% | +12,165.8% | +5,004.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling