+940.6%
TTMI vs PRU
+806.6%
+134.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.3% |
| 7D | +5.9% | +1.9% | +4.0% | +4.9% |
| 30D | -4.3% | +2.7% | -7.0% | -5.5% |
| 3M | -32.0% | +19.5% | -51.5% | -37.8% |
| 6M | +19.5% | +26.6% | -7.2% | +6.6% |
| YTD | +82.0% | +12.3% | +69.7% | +71.0% |
| 1Y | +172.6% | +18.0% | +154.6% | +150.0% |
| 3Y | +744.7% | +47.0% | +697.6% | +600.7% |
| 5Y | +805.6% | +48.4% | +757.1% | +643.3% |
| 10Y | +1,057.6% | +142.4% | +915.2% | +614.6% |
| All | +940.6% | +806.6% | +134.0% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling