+59.7%
TEM vs ITW
+19.0%
+40.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +3.2% | -0.4% | +3.7% | +3.7% |
| 30D | +23.5% | -9.4% | +32.9% | +35.0% |
| 3M | +32.3% | +7.1% | +25.2% | +20.7% |
| 6M | +23.0% | -1.9% | +24.9% | +22.2% |
| YTD | +8.9% | +10.4% | -1.6% | -10.1% |
| 1Y | -19.9% | +3.3% | -23.2% | -27.4% |
| All | +59.7% | +19.0% | +40.7% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling