+659.5%
PPG vs TMF
-71.6%
+731.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -2.5% |
| 7D | -0.2% | -8.2% | +8.0% | -1.0% |
| 30D | +17.7% | +5.3% | +12.4% | +18.4% |
| 3M | +7.4% | -8.5% | +15.9% | +6.5% |
| 6M | +16.4% | -17.2% | +33.6% | +14.1% |
| YTD | +22.4% | -23.4% | +45.8% | +18.9% |
| 1Y | +28.6% | -30.2% | +58.8% | +23.7% |
| 3Y | +2.0% | -32.9% | +34.9% | -1.0% |
| 5Y | -15.6% | -88.5% | +72.9% | -37.0% |
| 10Y | +54.6% | -82.2% | +136.9% | +37.7% |
| All | +659.5% | -71.6% | +731.1% | +793.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling