-4.5%
TT vs PPG
+38.5%
-43.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.6% | -3.4% |
| 7D | -8.5% | +7.5% | -15.9% | -10.9% |
| 30D | -12.8% | +20.9% | -33.7% | -19.2% |
| 3M | -12.9% | +8.7% | -21.6% | -15.6% |
| 6M | -15.2% | +23.8% | -39.1% | -22.6% |
| YTD | +6.2% | +26.5% | -20.3% | -5.6% |
| 1Y | -4.5% | +37.6% | -42.1% | -18.8% |
| All | -4.5% | +38.5% | -43.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling