+5.4%
TEM vs EXEL
+60.1%
-54.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -5.1% |
| 7D | -5.9% | -0.8% | -5.0% | -5.3% |
| 30D | +4.8% | +13.1% | -8.3% | -0.4% |
| 3M | +31.9% | +36.3% | -4.5% | +17.1% |
| 6M | +56.0% | +34.5% | +21.5% | +39.8% |
| YTD | +21.3% | +57.4% | -36.2% | +2.9% |
| 1Y | +5.4% | +62.9% | -57.5% | -10.7% |
| All | +5.4% | +60.1% | -54.7% | -10.7% |
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