+911.5%
TT vs PPL
+54.8%
+856.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | +2.7% | -2.7% | -1.2% |
| 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% | +4.5% |
| YTD | +15.9% | +1.8% | +14.1% | +14.1% |
| 1Y | +9.4% | -0.8% | +10.2% | +8.9% |
| 3Y | +124.4% | +56.9% | +67.5% | +76.2% |
| 5Y | +138.0% | +39.5% | +98.5% | +96.7% |
| All | +911.5% | +54.8% | +856.7% | +665.1% |
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