+366.4%
TTMI vs PPL
+47.9%
+318.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.5% | +7.0% |
| 7D | -19.8% | +0.4% | -20.2% | -20.0% |
| 30D | -48.1% | +5.4% | -53.6% | -49.0% |
| 3M | -51.2% | +4.3% | -55.5% | -51.9% |
| 6M | -59.6% | -1.3% | -58.3% | -59.7% |
| YTD | -3.6% | +4.7% | -8.3% | -6.4% |
| 1Y | -2.3% | +1.3% | -3.6% | -3.9% |
| 3Y | +369.4% | +57.2% | +312.2% | +258.2% |
| All | +366.4% | +47.9% | +318.5% | +288.6% |
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 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