+79.1%
PEP vs TTMI
+1,044.1%
-965.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -1.1% |
| 7D | -1.7% | +7.5% | -9.2% | -2.1% |
| 30D | +0.3% | -4.5% | +4.8% | +0.4% |
| 3M | -3.2% | -28.5% | +25.3% | -1.9% |
| 6M | -13.6% | +28.4% | -41.9% | -16.7% |
| YTD | -1.9% | +80.1% | -81.9% | -8.5% |
| 1Y | -0.6% | +161.0% | -161.6% | -11.1% |
| 3Y | -13.6% | +862.4% | -876.0% | -34.9% |
| 5Y | +3.2% | +812.9% | -809.7% | -23.6% |
| 10Y | +79.1% | +1,094.7% | -1,015.6% | +26.8% |
| All | +79.1% | +1,044.1% | -965.0% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling