+52.0%
XLE vs TEM
+111.1%
-59.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.0% | -10.5% | +0.2% |
| 7D | -7.9% | +7.6% | -15.5% | -8.1% |
| 30D | -4.8% | +19.0% | -23.9% | -5.4% |
| 3M | +8.4% | +62.2% | -53.9% | +6.1% |
| 6M | +12.7% | +69.4% | -56.7% | +9.8% |
| YTD | +41.3% | +43.0% | -1.7% | +38.2% |
| 1Y | +42.3% | +18.0% | +24.3% | +40.5% |
| All | +52.0% | +111.1% | -59.1% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling