-2.3%
TTMI vs PPL
+1.2%
-3.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.5% | +6.6% |
| 7D | -19.8% | +0.4% | -20.2% | -19.5% |
| 30D | -48.1% | +5.4% | -53.6% | -46.7% |
| 3M | -51.2% | +4.3% | -55.5% | -49.7% |
| 6M | -59.6% | -1.3% | -58.3% | -58.5% |
| YTD | -3.6% | +4.7% | -8.3% | -5.3% |
| 1Y | -2.3% | +1.3% | -3.6% | +1.5% |
| All | -2.3% | +1.2% | -3.6% | +1.5% |
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