-65.5%
TTD vs PRU
+20.8%
-86.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.4% | +13.1% | +13.7% |
| 7D | +19.0% | +3.2% | +15.8% | +16.3% |
| 30D | +23.6% | +7.9% | +15.7% | +17.3% |
| 3M | +8.2% | +1.8% | +6.4% | +6.7% |
| 6M | -35.3% | +24.1% | -59.4% | -42.4% |
| YTD | -60.7% | +12.4% | -73.0% | -63.1% |
| All | -65.5% | +20.8% | -86.3% | -69.7% |
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