+5.5%
TEM vs EXPD
+35.2%
-29.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.3% | +10.2% | +8.6% |
| 7D | +5.3% | -7.2% | +12.5% | +7.6% |
| 30D | +8.1% | -3.3% | +11.4% | +9.5% |
| 3M | +64.9% | +3.4% | +61.5% | +64.6% |
| 6M | +42.1% | +22.7% | +19.5% | +37.1% |
| YTD | +28.8% | +24.5% | +4.3% | +18.8% |
| 1Y | +5.5% | +38.6% | -33.2% | -10.1% |
| All | +5.5% | +35.2% | -29.7% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling