+45.9%
TEM vs GWW
+44.3%
+1.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.7% |
| 7D | -9.2% | -3.1% | -6.0% | -6.7% |
| 30D | +5.5% | -2.3% | +7.8% | +7.3% |
| 3M | +18.7% | -3.3% | +22.0% | +20.6% |
| 6M | +15.4% | +15.4% | 0.0% | -3.3% |
| YTD | -0.5% | +26.7% | -27.3% | -27.5% |
| 1Y | -24.8% | +29.0% | -53.8% | -46.5% |
| All | +45.9% | +44.3% | +1.6% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling