+808.8%
TTMI vs PRU
+48.6%
+760.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.4% |
| 7D | +5.9% | +1.9% | +4.0% | +4.6% |
| 30D | -4.3% | +2.7% | -7.0% | -5.9% |
| 3M | -32.0% | +19.5% | -51.5% | -39.7% |
| 6M | +19.5% | +26.6% | -7.2% | +2.2% |
| YTD | +82.0% | +12.3% | +69.7% | +66.7% |
| 1Y | +172.6% | +18.0% | +154.6% | +141.4% |
| 3Y | +744.7% | +47.0% | +697.6% | +538.6% |
| All | +808.8% | +48.6% | +760.3% | +575.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling