+88.9%
TEM vs PPL
+37.4%
+51.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.5% | +8.1% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +8.1% | +5.4% | +2.7% | +7.0% |
| 3M | +64.9% | +4.3% | +60.6% | +63.5% |
| 6M | +42.1% | -1.3% | +43.5% | +43.5% |
| YTD | +28.8% | +4.7% | +24.1% | +23.2% |
| 1Y | +5.5% | +1.3% | +4.2% | +3.4% |
| All | +88.9% | +37.4% | +51.6% | +22.3% |
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 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