+187.6%
TTMI vs PPL
+504.8%
-317.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.5% | +7.1% |
| 7D | -19.8% | +0.4% | -20.2% | -20.1% |
| 30D | -48.1% | +5.4% | -53.6% | -49.8% |
| 3M | -51.2% | +4.3% | -55.5% | -52.5% |
| 6M | -59.6% | -1.3% | -58.3% | -60.0% |
| YTD | -3.6% | +4.7% | -8.3% | -7.5% |
| 1Y | -2.3% | +1.3% | -3.6% | -5.0% |
| 3Y | +369.4% | +57.2% | +312.2% | +263.4% |
| 5Y | +365.4% | +48.2% | +317.2% | +268.4% |
| 10Y | +413.2% | +62.7% | +350.5% | +268.9% |
| All | +187.6% | +504.8% | -317.1% | +19.6% |
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 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