+829.0%
TTMI vs PPG
-24.1%
+853.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.1% |
| 7D | +0.7% | -6.2% | +6.9% | +4.6% |
| 30D | -8.4% | -7.9% | -0.5% | -3.8% |
| 3M | -32.5% | -10.2% | -22.2% | -28.5% |
| 6M | +32.5% | +2.7% | +29.8% | +29.2% |
| YTD | +83.2% | +4.9% | +78.4% | +74.9% |
| 1Y | +161.7% | -3.2% | +164.9% | +160.3% |
| 3Y | +890.1% | -17.0% | +907.1% | +968.9% |
| All | +829.0% | -24.1% | +853.1% | +889.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling