+806.1%
PG vs TTMI
+488.7%
+317.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.3% |
| 7D | -2.7% | +6.0% | -8.7% | -3.0% |
| 30D | -1.5% | -6.4% | +4.9% | -1.4% |
| 3M | -3.4% | -28.9% | +25.6% | -2.4% |
| 6M | -7.0% | +26.9% | -33.8% | -8.9% |
| YTD | +2.0% | +77.3% | -75.3% | -1.9% |
| 1Y | -6.5% | +147.5% | -154.0% | -11.9% |
| 3Y | +1.2% | +847.6% | -846.5% | -11.9% |
| 5Y | +12.8% | +802.2% | -789.4% | -2.3% |
| 10Y | +117.7% | +1,076.3% | -958.7% | +83.6% |
| All | +806.1% | +488.7% | +317.4% | +614.5% |
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