+49.2%
XLI vs TEM
+61.6%
-12.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.1% | +0.9% | -2.0% | -1.1% |
| 30D | -5.9% | +38.4% | -44.3% | -8.5% |
| 3M | -0.3% | +23.7% | -23.9% | -2.5% |
| 6M | +0.1% | +26.0% | -25.9% | -2.7% |
| YTD | +13.6% | +9.4% | +4.2% | +11.3% |
| 1Y | +17.2% | -17.3% | +34.5% | +16.8% |
| All | +49.2% | +61.6% | -12.4% | +36.7% |
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