+155.6%
TE vs PPL
+0.8%
+154.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | +18.2% | +1.8% | +16.5% | +19.1% |
| 30D | -13.5% | -1.1% | -12.4% | -13.9% |
| 3M | -44.6% | 0.0% | -44.6% | -44.7% |
| 6M | -24.7% | -7.6% | -17.1% | -24.9% |
| YTD | -24.3% | +1.7% | -26.0% | -26.8% |
| 1Y | +155.6% | +1.5% | +154.0% | +191.7% |
| All | +155.6% | +0.8% | +154.8% | +191.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling