+172.6%
TTMI vs PPG
+5.2%
+167.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +8.1% |
| 7D | +5.9% | -1.5% | +7.3% | +6.6% |
| 30D | -4.3% | -5.0% | +0.6% | -2.1% |
| 3M | -32.0% | +1.1% | -33.2% | -33.0% |
| 6M | +19.5% | -3.2% | +22.6% | +11.7% |
| YTD | +82.0% | +11.9% | +70.2% | +74.4% |
| 1Y | +172.6% | +5.3% | +167.3% | +150.0% |
| All | +172.6% | +5.2% | +167.4% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling