+890.1%
TTMI vs PPG
-17.4%
+907.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.1% |
| 7D | +0.7% | -6.2% | +6.9% | +4.7% |
| 30D | -8.4% | -7.9% | -0.5% | -3.7% |
| 3M | -32.5% | -10.2% | -22.2% | -28.4% |
| 6M | +32.5% | +2.7% | +29.8% | +28.5% |
| YTD | +83.2% | +4.9% | +78.4% | +73.1% |
| 1Y | +161.7% | -3.2% | +164.9% | +159.0% |
| 3Y | +890.1% | -17.0% | +907.1% | +945.1% |
| All | +890.1% | -17.4% | +907.5% | +945.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling