+88.5%
TFC vs PPL
+62.0%
+26.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.6% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +8.3% | +5.4% | +2.9% | +4.8% |
| 3M | -5.2% | +4.3% | -9.4% | -7.8% |
| 6M | -0.8% | -1.3% | +0.5% | -0.4% |
| YTD | +3.4% | +4.7% | -1.2% | -0.9% |
| 1Y | +17.0% | +1.3% | +15.8% | +14.4% |
| 3Y | +86.2% | +57.2% | +28.9% | +32.9% |
| 5Y | -2.3% | +48.2% | -50.5% | -28.5% |
| All | +88.5% | +62.0% | +26.5% | +27.4% |
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