+1,500.0%
TTMI vs PFG
+1,015.3%
+484.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.4% | +9.5% |
| 7D | +5.9% | +5.5% | +0.3% | +3.2% |
| 30D | -4.3% | +2.4% | -6.7% | -5.5% |
| 3M | -32.0% | +13.6% | -45.6% | -36.4% |
| 6M | +19.5% | +27.9% | -8.4% | +6.4% |
| YTD | +82.0% | +35.6% | +46.5% | +57.9% |
| 1Y | +172.6% | +48.5% | +124.2% | +127.4% |
| 3Y | +744.7% | +66.9% | +677.8% | +569.3% |
| 5Y | +805.6% | +111.0% | +694.6% | +543.1% |
| 10Y | +1,057.6% | +244.5% | +813.1% | +524.8% |
| All | +1,500.0% | +1,015.3% | +484.7% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling