+56.3%
XLE vs TEM
+61.6%
-5.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.2% | +0.9% | +1.3% | +2.2% |
| 30D | +11.8% | +38.4% | -26.6% | +10.3% |
| 3M | +9.8% | +23.7% | -13.8% | +8.5% |
| 6M | +15.6% | +26.0% | -10.4% | +13.8% |
| YTD | +45.3% | +9.4% | +35.8% | +43.8% |
| 1Y | +48.3% | -17.3% | +65.6% | +48.5% |
| All | +56.3% | +61.6% | -5.3% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling