+125.5%
EWT vs TEM
+47.5%
+78.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | -1.1% | -8.7% | +7.5% | -0.4% |
| 30D | +4.5% | +8.1% | -3.6% | +3.4% |
| 3M | +8.3% | +19.0% | -10.7% | +5.8% |
| 6M | +54.2% | +12.0% | +42.2% | +51.0% |
| YTD | +74.6% | -0.1% | +74.6% | +72.0% |
| 1Y | +84.9% | -33.5% | +118.4% | +87.1% |
| All | +125.5% | +47.5% | +78.0% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling