+77.9%
TEM vs EXE
+10.8%
+67.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.5% | -6.0% |
| 7D | -5.9% | +5.3% | -11.2% | -8.0% |
| 30D | +4.8% | -2.2% | +7.0% | +5.4% |
| 3M | +31.9% | -5.9% | +37.8% | +34.5% |
| 6M | +56.0% | -5.7% | +61.7% | +58.4% |
| YTD | +21.3% | -17.8% | +39.1% | +30.5% |
| 1Y | +5.4% | -23.1% | +28.5% | +19.2% |
| All | +77.9% | +10.8% | +67.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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