+526.8%
PEP vs TTMI
+262.5%
+264.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +13.3% | -12.9% | -0.2% |
| 7D | +1.0% | -1.6% | +2.7% | +0.9% |
| 30D | +12.6% | -37.7% | +50.4% | +14.4% |
| 3M | +3.1% | -45.1% | +48.2% | +5.2% |
| 6M | -6.3% | -52.1% | +45.8% | -4.4% |
| YTD | +1.9% | +9.2% | -7.3% | -1.2% |
| 1Y | +3.3% | +12.9% | -9.6% | -0.3% |
| 3Y | -4.8% | +445.5% | -450.3% | -17.2% |
| 5Y | +2.0% | +427.9% | -425.8% | -11.9% |
| 10Y | +80.3% | +449.9% | -369.5% | +52.6% |
| All | +526.8% | +262.5% | +264.3% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling