+87.9%
TFC vs PPL
+56.9%
+31.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | +1.1% | +1.0% | 0.0% | +0.7% |
| 30D | +7.8% | +6.8% | +0.9% | +5.4% |
| 3M | -4.8% | +3.9% | -8.6% | -6.0% |
| 6M | +1.8% | -2.0% | +3.9% | +2.4% |
| YTD | +4.4% | +5.3% | -0.9% | +1.6% |
| 1Y | +18.0% | +2.2% | +15.8% | +16.1% |
| All | +87.9% | +56.9% | +31.0% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling