-4.5%
TT vs PFG
+46.8%
-51.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -2.1% |
| 7D | -8.5% | +4.9% | -13.4% | -8.9% |
| 30D | -12.8% | +5.7% | -18.5% | -13.2% |
| 3M | -12.9% | +2.6% | -15.4% | -13.1% |
| 6M | -15.2% | +19.8% | -35.0% | -19.1% |
| YTD | +6.2% | +36.3% | -30.1% | -3.0% |
| 1Y | -4.5% | +47.9% | -52.4% | -14.0% |
| All | -4.5% | +46.8% | -51.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling