+59.7%
TEM vs EXPE
+128.0%
-68.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.9% | +7.4% | +3.7% |
| 7D | +3.2% | -9.8% | +13.0% | +8.8% |
| 30D | +23.5% | -11.5% | +35.0% | +30.1% |
| 3M | +32.3% | +21.7% | +10.6% | +14.3% |
| 6M | +23.0% | +10.4% | +12.6% | +12.0% |
| YTD | +8.9% | -2.5% | +11.4% | +5.4% |
| 1Y | -19.9% | +27.3% | -47.2% | -38.7% |
| All | +59.7% | +128.0% | -68.3% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling