+59.7%
TEM vs EXPD
+54.7%
+5.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +3.2% | -0.9% | +4.2% | +3.6% |
| 30D | +23.5% | +4.1% | +19.5% | +21.6% |
| 3M | +32.3% | +13.8% | +18.5% | +25.7% |
| 6M | +23.0% | +27.3% | -4.3% | +11.3% |
| YTD | +8.9% | +25.4% | -16.6% | -1.7% |
| 1Y | -19.9% | +54.4% | -74.2% | -35.4% |
| All | +59.7% | +54.7% | +5.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXPD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling