+17.8%
XLV vs TEM
+47.5%
-29.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -3.6% | -8.7% | +5.1% | -3.1% |
| 30D | -1.8% | +8.1% | -9.9% | -2.5% |
| 3M | +7.8% | +19.0% | -11.2% | +6.3% |
| 6M | +9.1% | +12.0% | -2.9% | +7.6% |
| YTD | +7.7% | -0.1% | +7.8% | +6.7% |
| 1Y | +20.4% | -33.5% | +54.0% | +21.3% |
| All | +17.8% | +47.5% | -29.8% | +13.0% |
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