+4.8%
PEP vs TTMI
+3.3%
+1.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.0% |
| 7D | +4.6% | -11.5% | +16.1% | +4.0% |
| 30D | +14.0% | -40.3% | +54.3% | +11.9% |
| 3M | +5.4% | -44.5% | +49.9% | +3.4% |
| 6M | -5.1% | -54.1% | +48.9% | -7.2% |
| YTD | +3.1% | +4.7% | -1.6% | +0.6% |
| 1Y | +4.8% | +3.3% | +1.4% | +2.3% |
| All | +4.8% | +3.3% | +1.5% | +2.3% |
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