+45.9%
TEM vs PPG
-13.5%
+59.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -2.6% |
| 7D | -9.2% | -5.1% | -4.0% | -5.2% |
| 30D | +5.5% | -9.6% | +15.0% | +14.3% |
| 3M | +18.7% | -6.4% | +25.1% | +24.5% |
| 6M | +15.4% | +0.5% | +14.9% | +12.1% |
| YTD | -0.5% | +4.4% | -5.0% | -11.5% |
| 1Y | -24.8% | -0.9% | -23.9% | -29.2% |
| All | +45.9% | -13.5% | +59.4% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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