+535.9%
PEP vs TTMI
+278.7%
+257.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.0% | -8.7% | -0.2% |
| 7D | +1.1% | +7.2% | -6.2% | +0.6% |
| 30D | +13.6% | -28.7% | +42.3% | +14.7% |
| 3M | +5.1% | -39.8% | +44.9% | +6.7% |
| 6M | -1.6% | -51.7% | +50.1% | +0.4% |
| YTD | +3.3% | +14.1% | -10.7% | 0.0% |
| 1Y | +3.2% | +16.0% | -12.7% | -0.5% |
| 3Y | -3.9% | +452.7% | -456.6% | -16.5% |
| 5Y | +4.0% | +451.5% | -447.5% | -10.4% |
| 10Y | +90.1% | +443.1% | -353.0% | +61.0% |
| All | +535.9% | +278.7% | +257.1% | +366.9% |
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