+59.7%
TEM vs MXL
+273.2%
-213.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.5% | -1.6% |
| 7D | +3.2% | +15.5% | -12.2% | +0.5% |
| 30D | +23.5% | -11.3% | +34.8% | +24.9% |
| 3M | +32.3% | -16.1% | +48.4% | +31.2% |
| 6M | +23.0% | +323.0% | -300.0% | -26.2% |
| YTD | +8.9% | +281.5% | -272.7% | -33.3% |
| 1Y | -19.9% | +319.3% | -339.2% | -53.0% |
| All | +59.7% | +273.2% | -213.4% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling