+750.6%
TT vs PRU
+115.4%
+635.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +3.6% |
| 7D | +1.7% | +3.2% | -1.4% | +0.2% |
| 30D | -11.8% | +7.9% | -19.8% | -15.1% |
| 3M | -12.6% | +1.8% | -14.4% | -13.7% |
| 6M | -9.4% | +24.1% | -33.5% | -18.5% |
| YTD | +8.8% | +12.4% | -3.5% | +1.8% |
| 1Y | -2.5% | +20.9% | -23.4% | -11.9% |
| 3Y | +95.7% | +55.5% | +40.2% | +54.0% |
| 5Y | +135.7% | +42.7% | +93.1% | +90.4% |
| 10Y | +750.6% | +106.1% | +644.5% | +421.8% |
| All | +750.6% | +115.4% | +635.2% | +421.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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