+84.9%
EWT vs TEM
-25.7%
+110.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | -1.1% | -8.7% | +7.5% | +0.2% |
| 30D | +4.5% | +8.1% | -3.6% | +2.6% |
| 3M | +8.3% | +19.0% | -10.7% | +3.4% |
| 6M | +54.2% | +12.0% | +42.2% | +47.6% |
| YTD | +74.6% | -0.1% | +74.6% | +68.7% |
| 1Y | +84.9% | -33.5% | +118.4% | +90.8% |
| All | +84.9% | -25.7% | +110.6% | +90.8% |
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