+105.0%
TFC vs PPL
+54.8%
+50.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +2.7% | -0.2% | +0.8% |
| 30D | -1.3% | +0.5% | -1.8% | -1.7% |
| 3M | +6.1% | +0.7% | +5.4% | +5.3% |
| 6M | +7.3% | -7.6% | +14.9% | +12.0% |
| YTD | +8.2% | +1.8% | +6.4% | +5.7% |
| 1Y | +14.4% | -0.8% | +15.2% | +13.3% |
| 3Y | +93.7% | +56.9% | +36.8% | +39.0% |
| 5Y | +16.4% | +39.5% | -23.1% | -10.9% |
| All | +105.0% | +54.8% | +50.1% | +39.3% |
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