+21.3%
XLP vs TEM
+10.9%
+10.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.4% |
| 7D | -0.5% | +5.1% | -5.6% | -0.3% |
| 30D | +8.3% | +16.8% | -8.5% | +9.1% |
| 3M | +8.7% | +42.6% | -33.9% | +10.3% |
| 6M | +11.2% | +63.9% | -52.7% | +13.6% |
| YTD | +20.0% | +34.5% | -14.5% | +21.6% |
| 1Y | +21.3% | +11.0% | +10.4% | +22.1% |
| All | +21.3% | +10.9% | +10.4% | +22.1% |
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 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