+6.7%
TEM vs WAB
+44.7%
-38.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -3.9% |
| 7D | +7.8% | +7.9% | -0.2% | +4.5% |
| 30D | +11.2% | +4.9% | +6.4% | +9.3% |
| 3M | +39.0% | +1.8% | +37.2% | +37.5% |
| 6M | +61.6% | +12.0% | +49.7% | +56.3% |
| YTD | +28.5% | +41.3% | -12.8% | -1.8% |
| 1Y | +6.7% | +43.8% | -37.1% | -19.3% |
| All | +6.7% | +44.7% | -38.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling