+750.6%
TT vs PPL
+62.1%
+688.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +1.7% | -1.2% | +3.0% | +2.3% |
| 30D | -11.8% | +4.2% | -16.1% | -13.6% |
| 3M | -12.6% | +1.5% | -14.1% | -13.4% |
| 6M | -9.4% | +1.0% | -10.4% | -10.3% |
| YTD | +8.8% | +4.4% | +4.4% | +5.8% |
| 1Y | -2.5% | +0.8% | -3.3% | -3.8% |
| 3Y | +95.7% | +56.5% | +39.2% | +53.9% |
| 5Y | +135.7% | +47.7% | +88.1% | +89.5% |
| 10Y | +750.6% | +64.4% | +686.2% | +535.0% |
| All | +750.6% | +62.1% | +688.5% | +535.0% |
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