+443.1%
TTMI vs PRU
+102.7%
+340.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.1% |
| 7D | +7.2% | -2.8% | +10.1% | +9.0% |
| 30D | -28.7% | +8.5% | -37.2% | -32.3% |
| 3M | -39.8% | +1.7% | -41.6% | -41.1% |
| 6M | -51.7% | +24.8% | -76.5% | -57.9% |
| YTD | +14.1% | +13.3% | +0.8% | +4.2% |
| 1Y | +16.0% | +21.4% | -5.4% | +2.3% |
| 3Y | +452.7% | +54.8% | +397.9% | +325.9% |
| 5Y | +451.5% | +42.4% | +409.1% | +339.9% |
| 10Y | +443.1% | +98.4% | +344.7% | +235.9% |
| All | +443.1% | +102.7% | +340.5% | +235.9% |
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 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