+4,882.1%
TT vs PFG
+960.1%
+3,922.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.1% |
| 7D | -2.0% | -0.6% | -1.4% | -1.8% |
| 30D | -14.0% | +2.0% | -16.0% | -14.9% |
| 3M | -15.9% | -3.2% | -12.7% | -15.1% |
| 6M | -17.3% | +10.9% | -28.2% | -21.4% |
| YTD | +4.0% | +28.8% | -24.9% | -7.3% |
| 1Y | -7.1% | +39.2% | -46.3% | -19.8% |
| 3Y | +90.2% | +75.0% | +15.2% | +47.7% |
| 5Y | +131.1% | +91.9% | +39.2% | +70.6% |
| 10Y | +777.7% | +202.3% | +575.4% | +405.7% |
| All | +4,882.1% | +960.1% | +3,922.0% | +1,301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling