+13,174.6%
TDG vs PPL
+192.0%
+12,982.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.0% | +2.7% | -4.7% | -3.3% |
| 30D | -7.4% | +0.5% | -7.8% | -7.7% |
| 3M | -5.4% | +0.7% | -6.0% | -5.9% |
| 6M | -11.6% | -7.6% | -4.0% | -8.6% |
| YTD | -12.6% | +1.8% | -14.4% | -14.0% |
| 1Y | -9.3% | -0.8% | -8.6% | -9.8% |
| 3Y | +49.2% | +56.9% | -7.7% | +16.0% |
| 5Y | +132.1% | +39.5% | +92.6% | +90.9% |
| 10Y | +544.8% | +55.4% | +489.4% | +397.3% |
| All | +13,174.6% | +192.0% | +12,982.6% | +8,233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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