diff --git a/pyfolio/tears.py b/pyfolio/tears.py
index 091c000d..e7754460 100644
--- a/pyfolio/tears.py
+++ b/pyfolio/tears.py
@@ -1354,9 +1354,12 @@ def create_perf_attrib_tear_sheet(returns,
 
         for factor_type, partitions in factor_partitions.items():
 
+            columns_to_select = portfolio_exposures.columns.intersection(
+                partitions
+            )
+
             perf_attrib.plot_risk_exposures(
-                portfolio_exposures[portfolio_exposures.columns
-                                    .intersection(partitions)],
+                portfolio_exposures[columns_to_select],
                 ax=plt.subplot(gs[current_section]),
                 title='Daily {} factor exposures'.format(factor_type)
             )
diff --git a/pyfolio/tests/test_round_trips.py b/pyfolio/tests/test_round_trips.py
index 7ba48f4e..d92be1a7 100644
--- a/pyfolio/tests/test_round_trips.py
+++ b/pyfolio/tests/test_round_trips.py
@@ -39,7 +39,7 @@ class RoundTripTestCase(TestCase):
                          ],
                    columns=['amount', 'price', 'symbol'],
                    index=dates_intraday[[0, 2]])
-         .rename('dt', axis='index')
+         .rename_axis('dt', axis='index')
          ),
         (DataFrame(data=[[2, 10., 'A'],
                          [2, 20., 'A'],
@@ -53,7 +53,7 @@ class RoundTripTestCase(TestCase):
                          ],
                    columns=['amount', 'price', 'symbol'],
                    index=dates_intraday[[0, 4]])
-         .rename('dt', axis='index')
+         .rename_axis('dt', axis='index')
          ),
     ])
     def test_groupby_consecutive(self, transactions, expected):