+15,818.7%
TT vs PPL
+2,096.5%
+13,722.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | +2.7% | -2.7% | -1.1% |
| 30D | -7.2% | +0.5% | -7.6% | -7.4% |
| 3M | -3.0% | +0.7% | -3.6% | -3.5% |
| 6M | +1.4% | -7.6% | +9.0% | +4.4% |
| YTD | +15.9% | +1.8% | +14.1% | +14.3% |
| 1Y | +9.4% | -0.8% | +10.2% | +8.9% |
| 3Y | +124.4% | +56.9% | +67.5% | +80.5% |
| 5Y | +138.0% | +39.5% | +98.5% | +100.6% |
| 10Y | +886.4% | +55.4% | +831.0% | +665.7% |
| All | +15,818.7% | +2,096.5% | +13,722.2% | +4,167.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling