+59.7%
TEM vs PPL
+33.5%
+26.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.2% | +1.8% | +1.5% | +2.8% |
| 30D | +23.5% | -1.1% | +24.6% | +23.7% |
| 3M | +32.3% | 0.0% | +32.3% | +31.8% |
| 6M | +23.0% | -7.6% | +30.6% | +25.8% |
| YTD | +8.9% | +1.7% | +7.1% | +4.4% |
| 1Y | -19.9% | +1.5% | -21.4% | -23.7% |
| All | +59.7% | +33.5% | +26.2% | +3.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling