+45.9%
TEM vs MXL
+289.1%
-243.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.6% |
| 7D | -9.2% | +16.6% | -25.8% | -11.8% |
| 30D | +5.5% | +0.5% | +5.0% | +4.4% |
| 3M | +18.7% | -3.6% | +22.3% | +14.8% |
| 6M | +15.4% | +328.0% | -312.6% | -30.7% |
| YTD | -0.5% | +297.8% | -298.3% | -39.5% |
| 1Y | -24.8% | +339.4% | -364.3% | -56.4% |
| All | +45.9% | +289.1% | -243.2% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling