+17.8%
PFE vs TTMI
+433.5%
-415.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.3% | -13.8% | -0.5% |
| 7D | -4.7% | -1.6% | -3.1% | -4.7% |
| 30D | +3.4% | -37.7% | +41.1% | +3.4% |
| 3M | +9.2% | -45.1% | +54.3% | +9.4% |
| 6M | +15.8% | -52.1% | +67.9% | +15.8% |
| YTD | +23.4% | +9.2% | +14.3% | +18.6% |
| 1Y | +25.8% | +12.9% | +12.9% | +20.3% |
| 3Y | +17.8% | +445.5% | -427.6% | -4.2% |
| All | +17.8% | +433.5% | -415.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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