+36.1%
XYZ vs TEM
+79.0%
-42.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.7% | +8.5% | +3.8% |
| 7D | -1.1% | -5.9% | +4.8% | -0.1% |
| 30D | +11.5% | +4.8% | +6.7% | +10.1% |
| 3M | +1.8% | +31.9% | -30.1% | -4.9% |
| 6M | +21.2% | +56.0% | -34.8% | +9.0% |
| YTD | +29.9% | +21.3% | +8.7% | +21.2% |
| 1Y | +35.8% | +5.4% | +30.4% | +29.1% |
| All | +36.1% | +79.0% | -42.9% | +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 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