-33.5%
TEM vs XYL
-21.4%
-12.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | -8.7% | +1.2% | -9.9% | -9.3% |
| 30D | +8.1% | -11.9% | +20.0% | +15.5% |
| 3M | +19.0% | -1.5% | +20.5% | +18.0% |
| 6M | +12.0% | -11.9% | +23.9% | +17.3% |
| YTD | -0.1% | -20.6% | +20.5% | +11.1% |
| 1Y | -33.5% | -23.5% | -10.0% | -24.3% |
| All | -33.5% | -21.4% | -12.1% | -24.3% |
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