+29.7%
XLU vs TEM
+46.9%
-17.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.9% |
| 7D | -1.2% | -9.2% | +8.0% | -0.9% |
| 30D | -2.5% | +5.5% | -8.0% | -2.8% |
| 3M | -2.7% | +18.7% | -21.5% | -3.5% |
| 6M | -7.5% | +15.4% | -22.9% | -8.3% |
| YTD | +0.9% | -0.5% | +1.5% | +0.4% |
| 1Y | +3.3% | -24.8% | +28.1% | +3.6% |
| All | +29.7% | +46.9% | -17.2% | +25.7% |
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