+15,818.7%
TT vs PPG
+2,762.5%
+13,056.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.2% |
| 7D | 0.0% | -1.5% | +1.5% | +0.9% |
| 30D | -7.2% | -5.0% | -2.2% | -4.2% |
| 3M | -3.0% | +1.1% | -4.1% | -4.3% |
| 6M | +1.4% | -3.2% | +4.5% | +1.8% |
| YTD | +15.9% | +11.9% | +4.0% | +5.7% |
| 1Y | +9.4% | +5.3% | +4.1% | +3.2% |
| 3Y | +124.4% | -15.0% | +139.4% | +136.8% |
| 5Y | +138.0% | -19.6% | +157.6% | +152.9% |
| 10Y | +886.4% | +27.0% | +859.3% | +629.8% |
| All | +15,818.7% | +2,762.5% | +13,056.1% | +1,926.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling