+17.4%
TTMI vs PRU
+20.9%
-3.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -2.8% |
| 7D | +11.4% | +3.6% | +7.8% | +11.6% |
| 30D | -28.3% | +8.9% | -37.2% | -27.9% |
| 3M | -46.7% | +0.2% | -46.8% | -45.2% |
| 6M | -56.1% | +23.7% | -79.9% | -59.5% |
| YTD | +7.4% | +13.7% | -6.4% | -5.0% |
| 1Y | +17.4% | +20.6% | -3.2% | -0.4% |
| All | +17.4% | +20.9% | -3.5% | -0.4% |
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