-2.3%
XLI vs TEM
+54.1%
-56.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.7% | +5.3% | -0.2% |
| 7D | +3.8% | -5.9% | +9.6% | +4.0% |
| 30D | +1.0% | +4.8% | -3.8% | +1.0% |
| 3M | -8.9% | +31.9% | -40.8% | -9.5% |
| 6M | -2.3% | +56.0% | -58.3% | -4.1% |
| All | -2.3% | +54.1% | -56.4% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling