-10.5%
TEM vs EXEL
+92.4%
-102.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | -1.3% | +9.8% | -11.1% | -4.9% |
| 30D | -9.5% | +23.6% | -33.1% | -16.8% |
| 3M | +60.7% | +29.9% | +30.8% | +44.7% |
| 6M | +35.5% | +64.7% | -29.2% | +16.7% |
| YTD | +28.0% | +66.0% | -37.9% | +8.3% |
| 1Y | -10.5% | +92.0% | -102.5% | -24.8% |
| All | -10.5% | +92.4% | -102.9% | -24.8% |
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