+9,660.8%
TMO vs PPL
+2,131.8%
+7,529.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | +8.4% | +3.0% | +5.3% | +7.3% |
| 3M | +18.7% | +1.1% | +17.6% | +18.0% |
| 6M | +58.9% | -0.8% | +59.6% | +58.7% |
| YTD | +24.2% | +3.5% | +20.7% | +21.9% |
| 1Y | +22.8% | -0.9% | +23.7% | +22.2% |
| 3Y | +61.6% | +54.2% | +7.4% | +38.5% |
| 5Y | +15.3% | +46.3% | -31.0% | +0.1% |
| 10Y | +388.1% | +65.0% | +323.1% | +290.5% |
| All | +9,660.8% | +2,131.8% | +7,529.0% | +3,632.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling