+37.5%
XYZ vs TEM
+90.1%
-52.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +0.4% |
| 7D | +12.1% | +5.3% | +6.8% | +11.0% |
| 30D | +12.4% | +8.1% | +4.3% | +10.4% |
| 3M | +8.2% | +64.9% | -56.7% | -2.9% |
| 6M | +20.7% | +42.1% | -21.5% | +10.4% |
| YTD | +31.3% | +28.8% | +2.5% | +21.3% |
| 1Y | +20.5% | +5.5% | +15.0% | +14.6% |
| All | +37.5% | +90.1% | -52.6% | +15.6% |
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