+52.2%
TEM vs XYL
-20.6%
+72.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -3.6% |
| 7D | -1.1% | +0.8% | -1.9% | -1.9% |
| 30D | +11.3% | -10.8% | +22.1% | +24.8% |
| 3M | +25.5% | -2.5% | +28.1% | +25.9% |
| 6M | +17.1% | -12.2% | +29.3% | +30.3% |
| YTD | +3.8% | -20.1% | +23.9% | +27.5% |
| 1Y | -24.4% | -20.6% | -3.7% | -5.8% |
| All | +52.2% | -20.6% | +72.8% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling