-72.2%
TTD vs PRU
+19.0%
-91.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | +6.3% | +1.9% | +4.5% | +5.4% |
| 30D | -23.9% | +2.7% | -26.6% | -24.9% |
| 3M | -31.4% | +19.5% | -50.8% | -36.2% |
| 6M | -42.7% | +26.6% | -69.3% | -48.0% |
| YTD | -62.0% | +12.3% | -74.3% | -64.2% |
| 1Y | -72.2% | +18.0% | -90.3% | -74.6% |
| All | -72.2% | +19.0% | -91.2% | -74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling