+84.3%
PFE vs TTMI
+504.4%
-420.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.1% | -1.9% |
| 7D | +1.8% | +5.9% | -4.1% | +1.3% |
| 30D | +10.2% | -4.3% | +14.5% | +10.3% |
| 3M | +12.7% | -32.0% | +44.7% | +15.0% |
| 6M | +10.5% | +19.5% | -8.9% | +7.1% |
| YTD | +20.2% | +82.0% | -61.9% | +11.9% |
| 1Y | +24.1% | +172.6% | -148.6% | +11.2% |
| 3Y | -3.6% | +744.7% | -748.2% | -22.5% |
| 5Y | -20.9% | +805.6% | -826.4% | -37.5% |
| 10Y | +35.8% | +1,057.6% | -1,021.8% | +2.5% |
| All | +84.3% | +504.4% | -420.1% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling