+328.6%
TMO vs PPG
+26.9%
+301.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.6% | -6.2% | +5.6% | +1.9% |
| 30D | +1.1% | -7.9% | +9.1% | +4.4% |
| 3M | +28.3% | -10.2% | +38.6% | +33.3% |
| 6M | +23.3% | +2.7% | +20.6% | +20.6% |
| YTD | +5.5% | +4.9% | +0.6% | +1.7% |
| 1Y | +24.5% | -3.2% | +27.7% | +23.9% |
| 3Y | +19.6% | -17.0% | +36.6% | +25.2% |
| 5Y | +8.1% | -23.3% | +31.4% | +13.9% |
| All | +328.6% | +26.9% | +301.7% | +257.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling