+77.9%
TEM vs WAB
+85.7%
-7.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.8% | -4.8% |
| 7D | -5.9% | +5.1% | -10.9% | -10.3% |
| 30D | +4.8% | +4.0% | +0.8% | +1.3% |
| 3M | +31.9% | +0.1% | +31.8% | +32.3% |
| 6M | +56.0% | +12.8% | +43.2% | +33.5% |
| YTD | +21.3% | +40.1% | -18.8% | -25.3% |
| 1Y | +5.4% | +46.4% | -41.0% | -39.3% |
| All | +77.9% | +85.7% | -7.8% | -25.3% |
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