-1.1%
TFC vs PPL
+48.1%
-49.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +0.3% | -1.2% | +1.5% | +0.9% |
| 30D | +9.2% | +4.2% | +4.9% | +7.1% |
| 3M | -2.9% | +1.5% | -4.4% | -3.7% |
| 6M | +3.5% | +1.0% | +2.5% | +2.7% |
| YTD | +5.4% | +4.4% | +1.0% | +2.2% |
| 1Y | +17.3% | +0.8% | +16.6% | +15.7% |
| 3Y | +96.7% | +56.5% | +40.2% | +48.2% |
| 5Y | -1.1% | +47.7% | -48.8% | -26.7% |
| All | -1.1% | +48.1% | -49.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling