+594.4%
PPG vs TMF
-68.9%
+663.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -1.5% | -1.4% | 0.0% | -1.6% |
| 30D | -5.0% | -2.8% | -2.1% | -5.2% |
| 3M | +1.1% | -10.9% | +12.0% | -0.1% |
| 6M | -3.2% | -21.3% | +18.1% | -5.8% |
| YTD | +11.9% | -15.9% | +27.7% | +9.7% |
| 1Y | +5.3% | -15.7% | +21.1% | +3.4% |
| 3Y | -15.0% | -43.4% | +28.4% | -19.5% |
| 5Y | -19.6% | -87.8% | +68.2% | -39.6% |
| 10Y | +27.0% | -86.7% | +113.8% | +5.8% |
| All | +594.4% | -68.9% | +663.3% | +724.8% |
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