+56.0%
TEM vs WAB
+10.6%
+45.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.8% | -5.3% |
| 7D | -5.9% | +5.1% | -10.9% | -7.4% |
| 30D | +4.8% | +4.0% | +0.8% | +3.6% |
| 3M | +31.9% | +0.1% | +31.8% | +29.7% |
| 6M | +56.0% | +12.8% | +43.2% | +59.0% |
| All | +56.0% | +10.6% | +45.4% | +59.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling