+100.1%
TEM vs XRT
+26.3%
+73.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.1% |
| 7D | +3.5% | +4.1% | -0.6% | -3.2% |
| 30D | +13.5% | +9.9% | +3.6% | -3.3% |
| 3M | +46.3% | +2.3% | +44.0% | +39.0% |
| 6M | +61.5% | +9.6% | +52.0% | +35.4% |
| YTD | +36.4% | +9.1% | +27.3% | +14.7% |
| 1Y | +12.2% | +16.2% | -4.0% | -16.5% |
| All | +100.1% | +26.3% | +73.8% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling