+52.2%
TEM vs WAB
+74.8%
-22.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -3.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +11.3% | -4.6% | +15.9% | +16.6% |
| 3M | +25.5% | +5.6% | +19.9% | +15.1% |
| 6M | +17.1% | +13.8% | +3.3% | -4.7% |
| YTD | +3.8% | +31.9% | -28.1% | -32.4% |
| 1Y | -24.4% | +48.3% | -72.6% | -58.8% |
| All | +52.2% | +74.8% | -22.6% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling