-10.5%
TEM vs XYL
-30.7%
+20.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.0% | -7.8% | -3.5% |
| 7D | -1.3% | +14.5% | -15.8% | -3.2% |
| 30D | -9.5% | -1.3% | -8.2% | -11.0% |
| 3M | +60.7% | -17.0% | +77.7% | +71.1% |
| 6M | +35.5% | -11.3% | +46.8% | +38.4% |
| YTD | +28.0% | -25.0% | +53.0% | +39.9% |
| 1Y | -10.5% | -31.5% | +21.0% | +12.1% |
| All | -10.5% | -30.7% | +20.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling