+46.2%
XLI vs TEM
+53.2%
-7.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -1.2% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | -6.9% | +11.3% | -18.2% | -8.0% |
| 3M | -1.9% | +25.5% | -27.5% | -4.2% |
| 6M | +1.0% | +17.1% | -16.1% | -1.3% |
| YTD | +11.3% | +3.8% | +7.6% | +9.5% |
| 1Y | +15.8% | -24.4% | +40.2% | +16.2% |
| All | +46.2% | +53.2% | -7.0% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling