+90.2%
TT vs PFG
+72.1%
+18.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.9% |
| 7D | -2.0% | -0.6% | -1.4% | -1.8% |
| 30D | -14.0% | +2.0% | -16.0% | -14.7% |
| 3M | -15.9% | -3.2% | -12.7% | -15.2% |
| 6M | -17.3% | +10.9% | -28.2% | -21.2% |
| YTD | +4.0% | +28.8% | -24.9% | -7.1% |
| 1Y | -7.1% | +39.2% | -46.3% | -19.6% |
| 3Y | +90.2% | +75.0% | +15.2% | +51.8% |
| All | +90.2% | +72.1% | +18.2% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling