-1.5%
XLY vs TEM
-15.5%
+14.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -2.0% | +0.9% | -2.9% | -2.1% |
| 30D | -3.1% | +38.4% | -41.5% | -7.3% |
| 3M | -1.8% | +23.7% | -25.5% | -5.2% |
| 6M | -0.9% | +26.0% | -26.9% | -5.3% |
| YTD | -3.4% | +9.4% | -12.8% | -6.9% |
| 1Y | -1.5% | -17.3% | +15.8% | -2.6% |
| All | -1.5% | -15.5% | +14.0% | -2.6% |
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