+14.1%
XLI vs TEM
-28.1%
+42.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | -2.3% | -9.2% | +6.9% | -1.7% |
| 30D | -8.2% | +5.5% | -13.6% | -8.7% |
| 3M | +0.8% | +18.7% | -17.9% | -1.3% |
| 6M | +0.8% | +15.4% | -14.6% | -1.7% |
| YTD | +10.5% | -0.5% | +11.1% | +9.0% |
| 1Y | +14.1% | -24.8% | +39.0% | +15.4% |
| All | +14.1% | -28.1% | +42.3% | +15.4% |
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 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