+30.1%
XYZ vs TEM
+10.9%
+19.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.5% |
| 7D | -2.2% | +5.1% | -7.2% | -3.3% |
| 30D | +11.6% | +16.8% | -5.2% | +7.3% |
| 3M | +8.4% | +42.6% | -34.2% | -3.3% |
| 6M | +17.2% | +63.9% | -46.8% | -1.9% |
| YTD | +31.7% | +34.5% | -2.8% | +15.1% |
| 1Y | +30.1% | +11.0% | +19.1% | +19.0% |
| All | +30.1% | +10.9% | +19.1% | +19.0% |
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 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