+13,847.2%
TT vs PPL
+2,170.9%
+11,676.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.7% |
| 7D | -9.0% | +1.0% | -10.0% | -9.4% |
| 30D | -17.6% | +6.8% | -24.4% | -20.0% |
| 3M | -18.7% | +3.9% | -22.5% | -20.1% |
| 6M | -17.4% | -2.0% | -15.4% | -17.1% |
| YTD | +1.5% | +5.3% | -3.7% | -1.5% |
| 1Y | -9.4% | +2.2% | -11.6% | -11.0% |
| 3Y | +85.1% | +56.7% | +28.3% | +48.9% |
| 5Y | +125.7% | +49.1% | +76.7% | +84.6% |
| 10Y | +757.3% | +63.6% | +693.7% | +549.9% |
| All | +13,847.2% | +2,170.9% | +11,676.4% | +3,578.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling