+62.9%
TMO vs PPL
+55.8%
+7.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +9.1% | +4.3% | +4.9% | +8.4% |
| 3M | +19.9% | +2.9% | +16.9% | +19.3% |
| 6M | +54.7% | +1.1% | +53.6% | +54.5% |
| YTD | +24.3% | +4.5% | +19.8% | +22.2% |
| 1Y | +25.0% | +0.1% | +25.0% | +24.4% |
| All | +62.9% | +55.8% | +7.2% | +32.9% |
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