+59.7%
TEM vs XRT
+16.9%
+42.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +3.1% |
| 7D | +3.2% | -0.3% | +3.5% | +3.6% |
| 30D | +23.5% | -5.6% | +29.2% | +35.4% |
| 3M | +32.3% | +2.5% | +29.8% | +24.7% |
| 6M | +23.0% | +3.7% | +19.4% | +14.3% |
| YTD | +8.9% | +1.0% | +7.9% | +5.1% |
| 1Y | -19.9% | -1.2% | -18.7% | -19.8% |
| All | +59.7% | +16.9% | +42.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 3y: compounded portfolio wealth divided by compounded XRT 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…
3y analysis · Full analysis span regression · 6 months rolling