+77.9%
TEM vs XYL
-30.5%
+108.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.8% | -5.8% |
| 7D | -5.9% | -3.7% | -2.1% | -3.1% |
| 30D | +4.8% | -8.3% | +13.1% | +7.7% |
| 3M | +31.9% | -21.4% | +53.3% | +56.3% |
| 6M | +56.0% | -12.9% | +68.9% | +62.1% |
| YTD | +21.3% | -30.1% | +51.3% | +58.6% |
| 1Y | +5.4% | -35.2% | +40.5% | +52.3% |
| All | +77.9% | -30.5% | +108.4% | +113.1% |
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 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