+366.4%
TTMI vs PRU
+36.1%
+330.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.6% | +9.5% | +8.2% |
| 7D | -19.8% | +2.4% | -22.2% | -21.1% |
| 30D | -48.1% | +6.1% | -54.2% | -50.5% |
| 3M | -51.2% | -0.7% | -50.5% | -51.7% |
| 6M | -59.6% | +22.1% | -81.7% | -65.2% |
| YTD | -3.6% | +9.8% | -13.4% | -11.9% |
| 1Y | -2.3% | +19.4% | -21.7% | -15.2% |
| 3Y | +369.4% | +50.4% | +319.0% | +241.2% |
| All | +366.4% | +36.1% | +330.3% | +256.2% |
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