+328.6%
TMO vs PPL
+57.2%
+271.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.6% | -2.1% | +1.5% | 0.0% |
| 30D | +1.1% | -3.1% | +4.2% | +2.0% |
| 3M | +28.3% | -3.1% | +31.4% | +29.5% |
| 6M | +23.3% | -8.0% | +31.2% | +26.0% |
| YTD | +5.5% | -0.3% | +5.8% | +4.9% |
| 1Y | +24.5% | -2.2% | +26.8% | +24.4% |
| 3Y | +19.6% | +50.4% | -30.8% | +2.8% |
| 5Y | +8.1% | +36.9% | -28.8% | -4.5% |
| All | +328.6% | +57.2% | +271.4% | +251.3% |
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