+129.1%
TT vs PRU
+47.2%
+81.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -0.2% | +1.9% | -2.1% | -0.9% |
| 30D | -7.4% | +2.7% | -10.1% | -8.2% |
| 3M | -3.2% | +19.5% | -22.7% | -9.3% |
| 6M | +1.1% | +26.6% | -25.5% | -7.5% |
| YTD | +15.6% | +12.3% | +3.3% | +10.3% |
| 1Y | +9.2% | +18.0% | -8.9% | +1.9% |
| All | +129.1% | +47.2% | +81.9% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling