+51.2%
XLE vs TEM
+90.1%
-38.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.3% |
| 7D | -12.0% | +5.3% | -17.3% | -12.2% |
| 30D | -2.7% | +8.1% | -10.8% | -3.1% |
| 3M | +6.6% | +64.9% | -58.3% | +4.2% |
| 6M | +9.5% | +42.1% | -32.6% | +7.4% |
| YTD | +40.6% | +28.8% | +11.8% | +38.0% |
| 1Y | +43.6% | +5.5% | +38.1% | +42.4% |
| All | +51.2% | +90.1% | -38.9% | +44.4% |
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