+25.4%
TMO vs PPG
+38.5%
-13.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.1% |
| 7D | +0.3% | +7.5% | -7.2% | -1.3% |
| 30D | +4.3% | +20.9% | -16.6% | -0.2% |
| 3M | +25.1% | +8.7% | +16.4% | +22.7% |
| 6M | +52.9% | +23.8% | +29.1% | +44.4% |
| YTD | +22.2% | +26.5% | -4.3% | +9.1% |
| 1Y | +25.4% | +37.6% | -12.2% | +6.8% |
| All | +25.4% | +38.5% | -13.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling