+172.6%
TTMI vs PRU
+19.0%
+153.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.0% |
| 7D | +5.9% | +1.9% | +4.0% | +5.4% |
| 30D | -4.3% | +2.7% | -7.0% | -4.8% |
| 3M | -32.0% | +19.5% | -51.5% | -36.3% |
| 6M | +19.5% | +26.6% | -7.2% | +7.8% |
| YTD | +82.0% | +12.3% | +69.7% | +64.3% |
| 1Y | +172.6% | +18.0% | +154.6% | +139.9% |
| All | +172.6% | +19.0% | +153.6% | +139.9% |
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