-17.3%
TEM vs PPL
-0.5%
-16.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.9% | +2.7% | -1.8% | +2.1% |
| 30D | +38.4% | +0.5% | +37.9% | +38.5% |
| 3M | +23.7% | +0.7% | +23.0% | +24.7% |
| 6M | +26.0% | -7.6% | +33.6% | +22.6% |
| YTD | +9.4% | +1.8% | +7.6% | +7.7% |
| 1Y | -17.3% | -0.8% | -16.5% | -16.0% |
| All | -17.3% | -0.5% | -16.7% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling