+100.1%
TEM vs PPL
+37.1%
+63.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +13.5% | +4.3% | +9.3% | +12.7% |
| 3M | +46.3% | +2.9% | +43.3% | +45.6% |
| 6M | +61.5% | +1.1% | +60.4% | +61.3% |
| YTD | +36.4% | +4.5% | +31.9% | +30.5% |
| 1Y | +12.2% | +0.1% | +12.1% | +10.7% |
| All | +100.1% | +37.1% | +63.0% | +29.6% |
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