+45.9%
TEM vs ITW
+17.5%
+28.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.6% |
| 7D | -9.2% | -2.4% | -6.8% | -7.1% |
| 30D | +5.5% | -9.5% | +15.0% | +15.5% |
| 3M | +18.7% | +6.6% | +12.1% | +8.8% |
| 6M | +15.4% | -1.8% | +17.2% | +14.0% |
| YTD | -0.5% | +9.0% | -9.5% | -16.9% |
| 1Y | -24.8% | +3.6% | -28.4% | -32.8% |
| All | +45.9% | +17.5% | +28.4% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling