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  • PFE vs TT✓SelectedUSD · TTPFE vs TT performance historyLatest closeAs of-1.25%09/04
Stock and ETF performance explorer

PFE vs TT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+35.8%
TT return
+887.4%
Excess return
-851.5%
Maximum drawdown
-59.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTTExcessAlpha
1D-1.2%+0.8%-2.1%-1.4%
7D+1.8%0.0%+1.8%+1.7%
30D+10.2%-7.2%+17.4%+12.0%
3M+12.7%-3.0%+15.7%+12.9%
6M+10.5%+1.4%+9.2%+9.3%
YTD+20.2%+15.9%+4.3%+14.6%
1Y+24.1%+9.4%+14.6%+19.9%
3Y-3.6%+124.4%-127.9%-24.8%
5Y-20.9%+138.0%-158.9%-40.6%
All+35.8%+887.4%-851.5%-36.7%

Cumulative growth

Daily Returns

Daily percentage return beside TT.

Daily Out/Under-Performance

Portfolio return minus TT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TT 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 TT 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