+28.1%
XYZ vs TEM
+6.2%
+21.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.3% | -2.4% |
| 7D | +12.6% | +3.5% | +9.1% | +11.6% |
| 30D | +10.8% | +13.5% | -2.8% | +7.2% |
| 3M | +8.4% | +46.3% | -37.9% | -3.9% |
| 6M | +14.3% | +61.5% | -47.2% | -3.6% |
| YTD | +31.5% | +36.4% | -4.9% | +14.6% |
| 1Y | +28.1% | +12.2% | +15.9% | +16.8% |
| All | +28.1% | +6.2% | +21.9% | +16.8% |
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