+60.5%
TEM vs EXPE
+147.5%
-87.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.9% |
| 7D | +0.9% | -9.5% | +10.4% | +6.4% |
| 30D | +38.4% | -6.6% | +45.0% | +42.1% |
| 3M | +23.7% | +31.4% | -7.7% | +2.7% |
| 6M | +26.0% | +35.2% | -9.2% | +1.9% |
| YTD | +9.4% | +5.8% | +3.6% | +1.6% |
| 1Y | -17.3% | +38.7% | -56.0% | -39.5% |
| All | +60.5% | +147.5% | -87.0% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling