+16.0%
TTMI vs PPL
-1.1%
+17.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +9.9% | +8.3% |
| 7D | +7.2% | -1.0% | +8.2% | +6.8% |
| 30D | -28.7% | +3.0% | -31.7% | -27.3% |
| 3M | -39.8% | +1.1% | -40.9% | -38.7% |
| 6M | -51.7% | -0.8% | -50.9% | -50.7% |
| YTD | +14.1% | +3.5% | +10.6% | +11.5% |
| 1Y | +16.0% | -0.9% | +16.9% | +21.6% |
| All | +16.0% | -1.1% | +17.1% | +21.6% |
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