+52.2%
TEM vs PPG
-11.7%
+64.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.3% | -2.8% |
| 7D | -1.1% | -3.7% | +2.7% | +1.9% |
| 30D | +11.3% | -7.2% | +18.5% | +18.1% |
| 3M | +25.5% | -7.3% | +32.9% | +32.6% |
| 6M | +17.1% | +0.3% | +16.9% | +14.3% |
| YTD | +3.8% | +6.5% | -2.8% | -9.2% |
| 1Y | -24.4% | +0.5% | -24.9% | -29.4% |
| All | +52.2% | -11.7% | +64.0% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling