+109.8%
TEM vs IWD
+58.0%
+51.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.0% | +5.0% |
| 7D | +7.6% | +1.3% | +6.3% | +3.4% |
| 30D | +19.0% | +3.6% | +15.5% | +6.9% |
| 3M | +62.2% | +2.3% | +59.9% | +50.9% |
| 6M | +69.4% | +13.0% | +56.3% | +15.3% |
| YTD | +43.0% | +26.2% | +16.8% | -32.1% |
| 1Y | +18.0% | +30.5% | -12.5% | -49.9% |
| All | +109.8% | +58.0% | +51.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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