+17.6%
PPG vs TMF
-18.1%
+35.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.9% |
| 7D | +0.7% | -9.3% | +10.0% | +6.0% |
| 30D | +17.6% | +1.9% | +15.6% | +15.8% |
| 3M | +7.5% | -11.2% | +18.7% | +15.2% |
| 6M | +17.6% | -17.7% | +35.3% | +31.0% |
| All | +17.6% | -18.1% | +35.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 6mo: compounded portfolio wealth divided by compounded TMF 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…
6mo analysis · Full analysis span regression · 6 months rolling