+97.3%
TEM vs XYL
-29.8%
+127.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.1% |
| 7D | +5.1% | -5.9% | +10.9% | +9.7% |
| 30D | +16.8% | -7.3% | +24.1% | +19.0% |
| 3M | +42.6% | -22.5% | +65.1% | +71.7% |
| 6M | +63.9% | -14.4% | +78.3% | +74.4% |
| YTD | +34.5% | -29.4% | +63.9% | +74.7% |
| 1Y | +11.0% | -35.6% | +46.6% | +63.0% |
| All | +97.3% | -29.8% | +127.2% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling