+52.2%
TEM vs EXPE
+126.4%
-74.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.3% |
| 7D | -1.1% | -11.5% | +10.4% | +5.4% |
| 30D | +11.3% | -13.1% | +24.4% | +18.4% |
| 3M | +25.5% | +18.1% | +7.4% | +10.4% |
| 6M | +17.1% | +13.3% | +3.9% | +5.1% |
| YTD | +3.8% | -3.2% | +7.0% | +0.9% |
| 1Y | -24.4% | +26.1% | -50.5% | -41.8% |
| All | +52.2% | +126.4% | -74.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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