+46.6%
TEM vs XYL
-21.1%
+67.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.1% |
| 7D | -8.7% | +1.2% | -9.9% | -9.8% |
| 30D | +8.1% | -11.9% | +20.0% | +22.7% |
| 3M | +19.0% | -1.5% | +20.5% | +18.2% |
| 6M | +12.0% | -11.9% | +23.9% | +24.0% |
| YTD | -0.1% | -20.6% | +20.5% | +23.6% |
| 1Y | -33.5% | -23.5% | -10.0% | -13.5% |
| All | +46.6% | -21.1% | +67.7% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling