+434.2%
TTMI vs PPL
+45.5%
+388.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +22.6% | -2.2% | +24.8% | +23.1% |
| 30D | -34.3% | +1.7% | -36.0% | -34.9% |
| 3M | -44.8% | +0.1% | -44.9% | -45.0% |
| 6M | -53.3% | -1.5% | -51.8% | -53.4% |
| YTD | +10.6% | +3.0% | +7.6% | +7.7% |
| 1Y | +8.2% | -1.4% | +9.6% | +7.3% |
| 3Y | +435.7% | +53.5% | +382.2% | +312.1% |
| 5Y | +434.2% | +46.4% | +387.8% | +346.1% |
| All | +434.2% | +45.5% | +388.7% | +346.1% |
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