-10.5%
TEM vs WAT
+32.9%
-43.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -4.0% |
| 7D | -1.3% | -1.9% | +0.6% | 0.0% |
| 30D | -9.5% | +6.2% | -15.7% | -13.1% |
| 3M | +60.7% | +18.1% | +42.6% | +46.4% |
| 6M | +35.5% | +54.9% | -19.4% | +9.8% |
| YTD | +28.0% | +23.1% | +4.9% | +8.4% |
| 1Y | -10.5% | +27.3% | -37.8% | -28.0% |
| All | -10.5% | +32.9% | -43.5% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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