+8,241.0%
TMO vs PPL
+2,096.5%
+6,144.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.4% | +2.7% | -4.0% | -2.2% |
| 30D | +6.2% | +0.5% | +5.8% | +6.0% |
| 3M | +27.5% | +0.7% | +26.8% | +27.1% |
| 6M | +20.0% | -7.6% | +27.6% | +22.5% |
| YTD | +6.1% | +1.8% | +4.3% | +4.9% |
| 1Y | +25.8% | -0.8% | +26.6% | +25.2% |
| 3Y | +11.2% | +56.9% | -45.7% | -5.2% |
| 5Y | +9.6% | +39.5% | -30.0% | -3.3% |
| 10Y | +317.8% | +55.4% | +262.4% | +241.1% |
| All | +8,241.0% | +2,096.5% | +6,144.5% | +3,111.8% |
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