+63.1%
XEL vs TEM
+79.0%
-15.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.8% | +0.2% |
| 7D | +2.4% | -5.9% | +8.3% | +2.5% |
| 30D | +8.3% | +4.8% | +3.5% | +8.2% |
| 3M | +4.2% | +31.9% | -27.7% | +3.6% |
| 6M | +3.7% | +56.0% | -52.3% | +2.7% |
| YTD | +13.1% | +21.3% | -8.2% | +12.3% |
| 1Y | +5.0% | +5.4% | -0.4% | +4.6% |
| All | +63.1% | +79.0% | -15.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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