+97.3%
TEM vs PPL
+35.8%
+61.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +5.1% | -1.0% | +6.0% | +5.2% |
| 30D | +16.8% | +3.0% | +13.8% | +16.2% |
| 3M | +42.6% | +1.1% | +41.5% | +42.5% |
| 6M | +63.9% | -0.8% | +64.7% | +64.6% |
| YTD | +34.5% | +3.5% | +31.1% | +28.9% |
| 1Y | +11.0% | -0.9% | +11.9% | +9.8% |
| All | +97.3% | +35.8% | +61.6% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling