+808.8%
TTMI vs PPL
+39.5%
+769.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +5.9% | +2.7% | +3.2% | +5.0% |
| 30D | -4.3% | +0.5% | -4.8% | -4.4% |
| 3M | -32.0% | +0.7% | -32.7% | -32.5% |
| 6M | +19.5% | -7.6% | +27.1% | +21.8% |
| YTD | +82.0% | +1.8% | +80.2% | +78.7% |
| 1Y | +172.6% | -0.8% | +173.4% | +169.7% |
| 3Y | +744.7% | +56.9% | +687.8% | +545.1% |
| All | +808.8% | +39.5% | +769.3% | +656.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling