+80.9%
TFC vs PPL
+65.3%
+15.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +9.0% | +4.3% | +4.7% | +6.1% |
| 3M | -2.1% | +2.9% | -5.1% | -4.1% |
| 6M | +3.4% | +1.1% | +2.3% | +2.1% |
| YTD | +5.3% | +4.5% | +0.8% | +1.0% |
| 1Y | +16.2% | +0.1% | +16.1% | +14.4% |
| 3Y | +94.8% | +55.7% | +39.1% | +39.7% |
| 5Y | -0.7% | +47.6% | -48.3% | -27.4% |
| 10Y | +80.9% | +66.8% | +14.0% | +23.6% |
| All | +80.9% | +65.3% | +15.5% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling