+46.6%
TEM vs MXL
+318.5%
-271.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.1% | -0.9% |
| 7D | -8.7% | +18.9% | -27.5% | -11.6% |
| 30D | +8.1% | +0.3% | +7.7% | +7.1% |
| 3M | +19.0% | -8.0% | +27.0% | +16.3% |
| 6M | +12.0% | +341.2% | -329.2% | -32.7% |
| YTD | -0.1% | +327.8% | -327.9% | -40.1% |
| 1Y | -33.5% | +364.9% | -398.4% | -61.8% |
| All | +46.6% | +318.5% | -271.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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