+893.7%
TT vs PFG
+239.4%
+654.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | +1.6% | +6.0% | -4.4% | -1.2% |
| 30D | -7.3% | +2.2% | -9.5% | -8.4% |
| 3M | -2.6% | +10.4% | -12.9% | -7.5% |
| 6M | +5.9% | +27.8% | -21.9% | -6.2% |
| YTD | +15.4% | +33.6% | -18.2% | -0.1% |
| 1Y | +8.2% | +49.3% | -41.1% | -11.3% |
| 3Y | +122.7% | +69.7% | +52.9% | +68.9% |
| 5Y | +145.0% | +111.3% | +33.6% | +64.4% |
| 10Y | +893.7% | +240.3% | +653.5% | +341.5% |
| All | +893.7% | +239.4% | +654.3% | +341.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling