+28.3%
XLP vs TEM
+79.0%
-50.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.7% | +7.1% | +1.4% |
| 7D | +2.5% | -5.9% | +8.4% | +2.5% |
| 30D | +7.3% | +4.8% | +2.5% | +7.3% |
| 3M | +8.1% | +31.9% | -23.8% | +7.8% |
| 6M | +10.5% | +56.0% | -45.5% | +10.0% |
| YTD | +21.2% | +21.3% | -0.1% | +20.8% |
| 1Y | +22.7% | +5.4% | +17.3% | +22.6% |
| All | +28.3% | +79.0% | -50.7% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling