+52.2%
TEM vs WAT
+38.0%
+14.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -5.0% |
| 7D | -1.1% | -1.8% | +0.7% | +0.1% |
| 30D | +11.3% | -1.7% | +13.0% | +13.0% |
| 3M | +25.5% | +9.1% | +16.5% | +19.4% |
| 6M | +17.1% | +32.4% | -15.3% | -2.6% |
| YTD | +3.8% | +6.6% | -2.8% | -1.8% |
| 1Y | -24.4% | +34.7% | -59.1% | -39.9% |
| All | +52.2% | +38.0% | +14.3% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling