-10.5%
TEM vs PH
+20.3%
-30.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.3% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -9.5% | -6.7% | -2.8% | -9.1% |
| 3M | +60.7% | -8.1% | +68.8% | +60.4% |
| 6M | +35.5% | +5.3% | +30.1% | +34.1% |
| YTD | +28.0% | +4.2% | +23.9% | +27.5% |
| 1Y | -10.5% | +19.3% | -29.9% | -0.6% |
| All | -10.5% | +20.3% | -30.8% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling