+55.2%
EWT vs TEM
-11.1%
+66.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.8% |
| 7D | -10.9% | -1.3% | -9.6% | -10.8% |
| 30D | -17.7% | -9.5% | -8.2% | -16.9% |
| 3M | -5.0% | +60.7% | -65.7% | -13.1% |
| 6M | +7.4% | +35.5% | -28.1% | +0.2% |
| YTD | +52.8% | +28.0% | +24.8% | +41.1% |
| 1Y | +55.2% | -10.5% | +65.7% | +51.9% |
| All | +55.2% | -11.1% | +66.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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