+13.4%
PG vs TTMI
+830.4%
-817.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.7% | +1.6% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | +0.8% | -8.4% | +9.3% | +0.9% |
| 3M | -1.3% | -32.5% | +31.1% | -1.0% |
| 6M | -3.8% | +32.5% | -36.3% | -4.8% |
| YTD | +3.6% | +83.2% | -79.6% | +1.9% |
| 1Y | -5.7% | +161.7% | -167.4% | -8.5% |
| 3Y | +1.6% | +890.1% | -888.5% | -10.7% |
| All | +13.4% | +830.4% | -817.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling