+1.5%
TT vs PPG
+28.6%
-27.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +4.0% | +0.7% | +3.3% | +3.8% |
| 30D | -11.3% | +17.6% | -28.9% | -17.0% |
| 3M | -12.3% | +7.5% | -19.8% | -14.8% |
| 6M | -10.8% | +17.6% | -28.5% | -17.0% |
| YTD | +8.2% | +22.6% | -14.4% | -3.0% |
| 1Y | +1.5% | +28.0% | -26.5% | -11.0% |
| All | +1.5% | +28.6% | -27.2% | -11.0% |
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