+10.7%
TTMI vs PFG
+46.8%
-36.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.1% | -14.2% | -9.9% |
| 7D | -19.2% | +4.9% | -24.1% | -19.0% |
| 30D | -44.9% | +5.7% | -50.5% | -44.6% |
| 3M | -44.7% | +2.6% | -47.3% | -44.4% |
| 6M | -53.4% | +19.8% | -73.2% | -57.9% |
| YTD | +6.3% | +36.3% | -29.9% | -13.5% |
| 1Y | +10.7% | +47.9% | -37.2% | -14.7% |
| All | +10.7% | +46.8% | -36.1% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling