+175.2%
TTMI vs PRU
+19.3%
+155.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.1% | +3.4% |
| 7D | +12.2% | +1.9% | +10.2% | +11.5% |
| 30D | -5.7% | -0.4% | -5.3% | -5.7% |
| 3M | -27.5% | +16.4% | -43.9% | -31.9% |
| 6M | +47.1% | +26.0% | +21.1% | +31.0% |
| YTD | +87.5% | +9.9% | +77.6% | +69.2% |
| 1Y | +175.2% | +18.8% | +156.4% | +143.6% |
| All | +175.2% | +19.3% | +155.9% | +143.6% |
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