+97.3%
TEM vs EXEL
+223.4%
-126.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | +5.1% | -2.8% | +7.9% | +6.3% |
| 30D | +16.8% | +18.2% | -1.4% | +10.5% |
| 3M | +42.6% | +37.7% | +4.9% | +28.8% |
| 6M | +63.9% | +42.2% | +21.7% | +46.6% |
| YTD | +34.5% | +61.3% | -26.8% | +15.3% |
| 1Y | +11.0% | +64.5% | -53.5% | -5.5% |
| All | +97.3% | +223.4% | -126.1% | +32.0% |
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