+45.3%
XLF vs TEM
+53.2%
-7.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.1% |
| 7D | -1.0% | -1.1% | 0.0% | -1.0% |
| 30D | -1.3% | +11.3% | -12.6% | -2.3% |
| 3M | +9.1% | +25.5% | -16.4% | +6.8% |
| 6M | +14.4% | +17.1% | -2.8% | +11.9% |
| YTD | +5.1% | +3.8% | +1.3% | +3.5% |
| 1Y | +8.6% | -24.4% | +33.0% | +8.9% |
| All | +45.3% | +53.2% | -7.9% | +35.5% |
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