+25.1%
XLP vs TEM
+90.1%
-65.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.0% | -9.3% | -1.3% |
| 7D | +0.7% | +5.3% | -4.6% | +0.7% |
| 30D | +10.3% | +8.1% | +2.2% | +10.2% |
| 3M | +6.5% | +64.9% | -58.4% | +6.2% |
| 6M | +8.4% | +42.1% | -33.8% | +8.1% |
| YTD | +18.2% | +28.8% | -10.6% | +17.9% |
| 1Y | +22.4% | +5.5% | +16.9% | +22.4% |
| All | +25.1% | +90.1% | -65.0% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling