+449.9%
TTMI vs PRU
+115.4%
+334.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.4% | +10.9% | +12.1% |
| 7D | -1.6% | +3.2% | -4.8% | -3.3% |
| 30D | -37.7% | +7.9% | -45.7% | -40.8% |
| 3M | -45.1% | +1.8% | -46.9% | -46.3% |
| 6M | -52.1% | +24.1% | -76.2% | -58.2% |
| YTD | +9.2% | +12.4% | -3.2% | +0.2% |
| 1Y | +12.9% | +20.9% | -8.0% | -0.1% |
| 3Y | +445.5% | +55.5% | +390.0% | +319.6% |
| 5Y | +427.9% | +42.7% | +385.2% | +321.0% |
| 10Y | +449.9% | +106.1% | +343.7% | +233.8% |
| All | +449.9% | +115.4% | +334.4% | +233.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling