+49.9%
XLE vs TEM
-11.1%
+61.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | -4.9% |
| 7D | -7.2% | -1.3% | -5.9% | -7.2% |
| 30D | +0.1% | -9.5% | +9.6% | 0.0% |
| 3M | +9.2% | +60.7% | -51.5% | +11.9% |
| 6M | +8.4% | +35.5% | -27.1% | +10.7% |
| YTD | +44.9% | +28.0% | +16.8% | +47.8% |
| 1Y | +49.9% | -10.5% | +60.4% | +52.7% |
| All | +49.9% | -11.1% | +61.0% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling