+812.9%
TTMI vs PFG
+109.8%
+703.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.4% |
| 7D | +7.5% | +3.2% | +4.3% | +5.2% |
| 30D | -4.5% | +0.9% | -5.4% | -5.3% |
| 3M | -28.5% | +7.7% | -36.2% | -32.6% |
| 6M | +28.4% | +29.0% | -0.6% | +8.2% |
| YTD | +80.1% | +32.5% | +47.6% | +49.0% |
| 1Y | +161.0% | +47.3% | +113.7% | +102.5% |
| 3Y | +862.4% | +68.2% | +794.2% | +579.6% |
| 5Y | +812.9% | +108.5% | +704.5% | +480.5% |
| All | +812.9% | +109.8% | +703.1% | +480.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling