+10.7%
TTMI vs PNR
-31.2%
+41.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.3% | -13.4% | -10.2% |
| 7D | -19.2% | +11.9% | -31.1% | -20.0% |
| 30D | -44.9% | +37.1% | -82.0% | -46.9% |
| 3M | -44.7% | +5.7% | -50.4% | -43.2% |
| 6M | -53.4% | -5.7% | -47.7% | -49.7% |
| YTD | +6.3% | -29.8% | +36.2% | +29.5% |
| 1Y | +10.7% | -31.8% | +42.5% | +38.6% |
| All | +10.7% | -31.2% | +41.9% | +38.6% |
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