+46.6%
TEM vs ITW
+18.8%
+27.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | -0.6% |
| 7D | -8.7% | -0.7% | -8.0% | -8.0% |
| 30D | +8.1% | -8.3% | +16.4% | +16.9% |
| 3M | +19.0% | +6.0% | +13.0% | +9.9% |
| 6M | +12.0% | 0.0% | +12.0% | +8.7% |
| YTD | -0.1% | +10.2% | -10.3% | -17.4% |
| 1Y | -33.5% | +3.2% | -36.7% | -39.9% |
| All | +46.6% | +18.8% | +27.8% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling