+27.9%
XLY vs TEM
+46.9%
-18.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | 0.0% |
| 7D | -3.9% | -9.2% | +5.3% | -3.0% |
| 30D | -6.1% | +5.5% | -11.6% | -7.1% |
| 3M | -1.2% | +18.7% | -19.9% | -3.7% |
| 6M | -1.8% | +15.4% | -17.2% | -4.6% |
| YTD | -5.9% | -0.5% | -5.3% | -7.5% |
| 1Y | -3.1% | -24.8% | +21.8% | -2.7% |
| All | +27.9% | +46.9% | -18.9% | +15.5% |
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 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