-0.3%
PEP vs TTMI
+151.8%
-152.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.1% |
| 7D | -1.4% | +6.0% | -7.4% | -1.1% |
| 30D | -0.2% | -6.4% | +6.2% | -0.4% |
| 3M | -4.3% | -28.9% | +24.6% | -4.9% |
| 6M | -13.2% | +26.9% | -40.1% | -12.7% |
| YTD | -1.9% | +77.3% | -79.2% | +1.0% |
| 1Y | -0.3% | +147.5% | -147.8% | +9.4% |
| All | -0.3% | +151.8% | -152.1% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling