+73.5%
TFC vs PPL
+65.0%
+8.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | +0.1% | -2.2% | +2.3% | +1.5% |
| 30D | +8.6% | +1.7% | +7.0% | +7.5% |
| 3M | -4.3% | +0.1% | -4.5% | -4.6% |
| 6M | +5.4% | -1.5% | +7.0% | +6.0% |
| YTD | +4.5% | +3.0% | +1.6% | +1.2% |
| 1Y | +14.0% | -1.4% | +15.4% | +13.3% |
| 3Y | +93.4% | +53.5% | +39.9% | +39.9% |
| 5Y | +0.5% | +46.4% | -45.9% | -26.2% |
| All | +73.5% | +65.0% | +8.5% | +19.4% |
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