+58.1%
PPL vs TMF
-25.2%
+83.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +1.0% | +2.7% | -1.7% | +0.7% |
| 30D | +6.8% | +19.3% | -12.5% | +4.2% |
| 3M | +3.9% | -3.7% | +7.5% | +4.3% |
| 6M | -2.0% | -11.3% | +9.3% | -0.7% |
| YTD | +5.3% | -16.6% | +21.9% | +7.5% |
| 1Y | +2.2% | -21.1% | +23.3% | +5.1% |
| All | +58.1% | -25.2% | +83.3% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling