+1,077.0%
TTMI vs PRU
+139.4%
+937.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.1% | +4.1% |
| 7D | +12.2% | +1.9% | +10.2% | +10.9% |
| 30D | -5.7% | -0.4% | -5.3% | -5.7% |
| 3M | -27.5% | +16.4% | -43.9% | -33.6% |
| 6M | +47.1% | +26.0% | +21.1% | +28.9% |
| YTD | +87.5% | +9.9% | +77.6% | +76.0% |
| 1Y | +175.2% | +18.8% | +156.4% | +147.7% |
| 3Y | +901.9% | +45.3% | +856.6% | +706.5% |
| 5Y | +843.5% | +45.6% | +797.9% | +652.0% |
| 10Y | +1,077.0% | +139.6% | +937.4% | +548.0% |
| All | +1,077.0% | +139.4% | +937.6% | +548.0% |
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