+44.4%
XLE vs TEM
+11.2%
+33.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +1.8% |
| 7D | -0.2% | +5.1% | -5.3% | 0.0% |
| 30D | -4.0% | +16.8% | -20.8% | -3.4% |
| 3M | +4.6% | +42.6% | -38.0% | +6.5% |
| 6M | +12.3% | +63.9% | -51.6% | +15.2% |
| YTD | +44.5% | +34.5% | +10.0% | +47.2% |
| All | +44.4% | +11.2% | +33.2% | +48.0% |
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