+396.7%
TTMI vs PPL
+62.0%
+334.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.5% | +7.1% |
| 7D | -19.8% | +0.4% | -20.2% | -20.1% |
| 30D | -48.1% | +5.4% | -53.6% | -49.5% |
| 3M | -51.2% | +4.3% | -55.5% | -52.3% |
| 6M | -59.6% | -1.3% | -58.3% | -59.9% |
| YTD | -3.6% | +4.7% | -8.3% | -7.1% |
| 1Y | -2.3% | +1.3% | -3.6% | -4.6% |
| 3Y | +369.4% | +57.2% | +312.2% | +266.7% |
| 5Y | +365.4% | +48.2% | +317.2% | +272.1% |
| All | +396.7% | +62.0% | +334.7% | +261.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling