+60.5%
TEM vs XYL
-22.0%
+82.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +2.0% |
| 7D | +0.9% | -5.0% | +6.0% | +6.2% |
| 30D | +38.4% | -13.2% | +51.6% | +59.4% |
| 3M | +23.7% | -3.7% | +27.4% | +25.5% |
| 6M | +26.0% | -17.7% | +43.7% | +50.7% |
| YTD | +9.4% | -21.5% | +31.0% | +37.0% |
| 1Y | -17.3% | -24.5% | +7.2% | +9.2% |
| All | +60.5% | -22.0% | +82.6% | +84.1% |
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 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