+46.6%
TEM vs GWW
+45.3%
+1.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | -8.7% | -3.4% | -5.3% | -6.1% |
| 30D | +8.1% | -1.9% | +10.0% | +9.5% |
| 3M | +19.0% | -2.4% | +21.4% | +20.0% |
| 6M | +12.0% | +15.7% | -3.7% | -6.3% |
| YTD | -0.1% | +27.6% | -27.7% | -27.6% |
| 1Y | -33.5% | +27.2% | -60.7% | -51.7% |
| All | +46.6% | +45.3% | +1.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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