-17.3%
TEM vs EXEL
+59.2%
-76.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +0.9% | +8.4% | -7.5% | -1.0% |
| 30D | +38.4% | +4.1% | +34.3% | +36.6% |
| 3M | +23.7% | +12.4% | +11.2% | +20.7% |
| 6M | +26.0% | +41.5% | -15.6% | +19.7% |
| YTD | +9.4% | +34.6% | -25.2% | +4.3% |
| 1Y | -17.3% | +57.9% | -75.1% | -25.9% |
| All | -17.3% | +59.2% | -76.5% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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