-17.3%
TEM vs ITW
+5.8%
-23.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.9% | -3.6% | +4.5% | +0.7% |
| 30D | +38.4% | -9.1% | +47.5% | +37.6% |
| 3M | +23.7% | +8.2% | +15.4% | +23.4% |
| 6M | +26.0% | -4.8% | +30.8% | +25.3% |
| YTD | +9.4% | +11.0% | -1.6% | +6.1% |
| 1Y | -17.3% | +4.2% | -21.5% | -10.4% |
| All | -17.3% | +5.8% | -23.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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