+229.9%
TTMI vs PPL
+494.8%
-264.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +22.6% | -2.2% | +24.8% | +23.7% |
| 30D | -34.3% | +1.7% | -36.0% | -35.4% |
| 3M | -44.8% | +0.1% | -44.9% | -45.3% |
| 6M | -53.3% | -1.5% | -51.8% | -53.7% |
| YTD | +10.6% | +3.0% | +7.6% | +6.8% |
| 1Y | +8.2% | -1.4% | +9.6% | +6.5% |
| 3Y | +435.7% | +53.5% | +382.2% | +319.2% |
| 5Y | +434.2% | +46.4% | +387.8% | +324.9% |
| 10Y | +426.4% | +64.3% | +362.2% | +276.6% |
| All | +229.9% | +494.8% | -264.9% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling