+20.7%
XYZ vs TEM
+49.6%
-29.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +0.5% |
| 7D | +12.1% | +5.3% | +6.8% | +11.1% |
| 30D | +12.4% | +8.1% | +4.3% | +10.6% |
| 3M | +8.2% | +64.9% | -56.7% | -4.4% |
| 6M | +20.7% | +42.1% | -21.5% | +8.5% |
| All | +20.7% | +49.6% | -29.0% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling