+97.9%
EWT vs TEM
-15.5%
+113.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +4.0% | +0.9% | +3.1% | +3.8% |
| 30D | +10.3% | +38.4% | -28.1% | +4.0% |
| 3M | +6.1% | +23.7% | -17.6% | +1.2% |
| 6M | +56.6% | +26.0% | +30.6% | +47.7% |
| YTD | +76.6% | +9.4% | +67.1% | +68.7% |
| 1Y | +97.9% | -17.3% | +115.1% | +99.2% |
| All | +97.9% | -15.5% | +113.4% | +99.2% |
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