+52.2%
TEM vs PH
+88.9%
-36.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.0% |
| 30D | +11.3% | -10.3% | +21.6% | +23.5% |
| 3M | +25.5% | +5.1% | +20.5% | +15.5% |
| 6M | +17.1% | +2.3% | +14.8% | +7.9% |
| YTD | +3.8% | +8.7% | -4.9% | -12.5% |
| 1Y | -24.4% | +26.8% | -51.1% | -49.9% |
| All | +52.2% | +88.9% | -36.7% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling