+10.7%
TTMI vs PPL
+1.0%
+9.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | 0.0% | -10.1% | -10.1% |
| 7D | -19.2% | +1.8% | -21.0% | -18.3% |
| 30D | -44.9% | +8.4% | -53.3% | -43.2% |
| 3M | -44.7% | +2.4% | -47.1% | -43.5% |
| 6M | -53.4% | -4.0% | -49.4% | -52.3% |
| YTD | +6.3% | +4.5% | +1.9% | +4.2% |
| 1Y | +10.7% | +1.7% | +9.0% | +17.2% |
| All | +10.7% | +1.0% | +9.7% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling