+41.0%
XLE vs TEM
+11.3%
+29.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.0% | -10.5% | +0.9% |
| 7D | -7.9% | +7.6% | -15.5% | -7.7% |
| 30D | -4.8% | +19.0% | -23.9% | -4.1% |
| 3M | +8.4% | +62.2% | -53.9% | +10.8% |
| 6M | +12.7% | +69.4% | -56.7% | +15.8% |
| YTD | +41.3% | +43.0% | -1.7% | +44.1% |
| All | +41.0% | +11.3% | +29.7% | +44.8% |
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