+45.7%
XLF vs TEM
+47.5%
-1.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.5% | -8.7% | +7.2% | -0.9% |
| 30D | -1.2% | +8.1% | -9.2% | -2.0% |
| 3M | +9.2% | +19.0% | -9.8% | +7.2% |
| 6M | +16.3% | +12.0% | +4.3% | +14.2% |
| YTD | +5.4% | -0.1% | +5.5% | +4.1% |
| 1Y | +7.6% | -33.5% | +41.1% | +8.9% |
| All | +45.7% | +47.5% | -1.8% | +36.3% |
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