+46.6%
TEM vs TW
+1.3%
+45.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -8.7% | -4.5% | -4.2% | -7.7% |
| 30D | +8.1% | -2.3% | +10.3% | +8.4% |
| 3M | +19.0% | +2.6% | +16.4% | +16.3% |
| 6M | +12.0% | -17.5% | +29.6% | +20.6% |
| YTD | -0.1% | -5.3% | +5.2% | -0.6% |
| 1Y | -33.5% | -14.8% | -18.8% | -29.7% |
| All | +46.6% | +1.3% | +45.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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