+36.1%
XLC vs TEM
+60.7%
-24.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | +0.6% | +3.2% | -2.7% | +0.4% |
| 30D | +0.2% | +23.5% | -23.3% | -1.5% |
| 3M | +0.6% | +32.3% | -31.7% | -1.8% |
| 6M | -4.5% | +23.0% | -27.5% | -6.7% |
| YTD | -4.7% | +8.9% | -13.6% | -6.4% |
| 1Y | -1.7% | -19.9% | +18.2% | -1.8% |
| All | +36.1% | +60.7% | -24.7% | +28.1% |
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