+437.3%
TTMI vs PPG
+968.3%
-531.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.2% |
| 7D | +7.5% | -3.7% | +11.2% | +10.6% |
| 30D | -4.5% | -7.2% | +2.7% | +0.8% |
| 3M | -28.5% | -7.3% | -21.2% | -25.1% |
| 6M | +28.4% | +0.3% | +28.1% | +26.7% |
| YTD | +80.1% | +6.5% | +73.5% | +68.7% |
| 1Y | +161.0% | +0.5% | +160.5% | +152.0% |
| 3Y | +862.4% | -15.3% | +877.7% | +943.3% |
| 5Y | +812.9% | -22.9% | +835.8% | +921.9% |
| 10Y | +1,094.7% | +28.4% | +1,066.3% | +714.9% |
| All | +437.3% | +968.3% | -531.0% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling