+384.1%
TPR vs PPL
+62.9%
+321.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.3% | +6.5% |
| 7D | +13.9% | +1.0% | +12.8% | +13.1% |
| 30D | +14.9% | +6.8% | +8.1% | +9.9% |
| 3M | -15.4% | +3.9% | -19.2% | -17.8% |
| 6M | -4.5% | -2.0% | -2.4% | -3.7% |
| YTD | +6.0% | +5.3% | +0.7% | +1.0% |
| 1Y | +24.3% | +2.2% | +22.1% | +20.7% |
| 3Y | +412.8% | +56.7% | +356.1% | +253.2% |
| 5Y | +258.4% | +49.1% | +209.4% | +150.5% |
| All | +384.1% | +62.9% | +321.1% | +193.9% |
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 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