-17.3%
TT vs PFG
+10.8%
-28.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.2% |
| 7D | -2.0% | -0.6% | -1.4% | -1.7% |
| 30D | -14.0% | +2.0% | -16.0% | -13.3% |
| 3M | -15.9% | -3.2% | -12.7% | -16.4% |
| 6M | -17.3% | +10.9% | -28.2% | -16.9% |
| All | -17.3% | +10.8% | -28.1% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling