+45.9%
TEM vs EXEL
+162.7%
-116.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | -9.2% | -2.9% | -6.3% | -8.3% |
| 30D | +5.5% | +11.9% | -6.4% | +1.9% |
| 3M | +18.7% | +9.2% | +9.5% | +15.5% |
| 6M | +15.4% | +39.1% | -23.7% | +4.1% |
| YTD | -0.5% | +31.0% | -31.6% | -8.8% |
| 1Y | -24.8% | +52.3% | -77.2% | -34.9% |
| All | +45.9% | +162.7% | -116.8% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling