+127.9%
TT vs PPL
+47.9%
+80.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | -14.0% | +5.4% | -19.5% | -15.8% |
| 3M | -15.9% | +4.3% | -20.1% | -17.3% |
| 6M | -17.3% | -1.3% | -16.0% | -17.2% |
| YTD | +4.0% | +4.7% | -0.7% | +1.3% |
| 1Y | -7.1% | +1.3% | -8.4% | -8.2% |
| 3Y | +90.2% | +57.2% | +33.0% | +49.2% |
| All | +127.9% | +47.9% | +80.0% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling