+125.7%
TT vs PPL
+47.7%
+78.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.7% |
| 7D | -9.0% | +1.0% | -10.0% | -9.3% |
| 30D | -17.6% | +6.8% | -24.4% | -19.7% |
| 3M | -18.7% | +3.9% | -22.5% | -19.9% |
| 6M | -17.4% | -2.0% | -15.4% | -17.0% |
| YTD | +1.5% | +5.3% | -3.7% | -1.2% |
| 1Y | -9.4% | +2.2% | -11.6% | -10.8% |
| 3Y | +85.1% | +56.7% | +28.3% | +45.7% |
| 5Y | +125.7% | +49.1% | +76.7% | +81.0% |
| All | +125.7% | +47.7% | +78.1% | +81.0% |
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 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