+369.4%
TTMI vs PRU
+46.4%
+322.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.6% | +9.5% | +7.9% |
| 7D | -19.8% | +2.4% | -22.2% | -20.7% |
| 30D | -48.1% | +6.1% | -54.2% | -50.0% |
| 3M | -51.2% | -0.7% | -50.5% | -51.4% |
| 6M | -59.6% | +22.1% | -81.7% | -64.7% |
| YTD | -3.6% | +9.8% | -13.4% | -11.1% |
| 1Y | -2.3% | +19.4% | -21.7% | -14.2% |
| 3Y | +369.4% | +50.4% | +319.0% | +202.9% |
| All | +369.4% | +46.4% | +322.9% | +202.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling