+77.9%
TEM vs PPL
+36.9%
+41.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.3% | -7.0% | -5.8% |
| 7D | -5.9% | -0.4% | -5.5% | -5.8% |
| 30D | +4.8% | +2.6% | +2.2% | +4.3% |
| 3M | +31.9% | +0.8% | +31.1% | +32.2% |
| 6M | +56.0% | +1.4% | +54.6% | +55.5% |
| YTD | +21.3% | +4.3% | +16.9% | +16.0% |
| 1Y | +5.4% | +0.8% | +4.6% | +3.4% |
| All | +77.9% | +36.9% | +41.0% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling