+29.1%
XLY vs TEM
+47.5%
-18.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.7% | -8.7% | +7.0% | -0.8% |
| 30D | -4.2% | +8.1% | -12.2% | -5.4% |
| 3M | -2.7% | +19.0% | -21.7% | -5.2% |
| 6M | -0.6% | +12.0% | -12.7% | -3.2% |
| YTD | -5.0% | -0.1% | -5.0% | -6.8% |
| 1Y | -4.1% | -33.5% | +29.4% | -2.5% |
| All | +29.1% | +47.5% | -18.4% | +16.5% |
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