-1.6%
PFE vs TTMI
+857.4%
-859.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.4% |
| 7D | -2.7% | +12.2% | -14.8% | -2.8% |
| 30D | +3.8% | -5.7% | +9.6% | +3.9% |
| 3M | +10.4% | -27.5% | +37.9% | +11.0% |
| 6M | +6.3% | +47.1% | -40.9% | +3.8% |
| YTD | +17.4% | +87.5% | -70.1% | +12.2% |
| 1Y | +21.1% | +175.2% | -154.1% | +12.6% |
| 3Y | -1.6% | +901.9% | -903.5% | -18.4% |
| All | -1.6% | +857.4% | -859.0% | -18.4% |
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