+97.3%
TEM vs WAT
+60.5%
+36.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | +5.1% | +0.7% | +4.3% | +4.9% |
| 30D | +16.8% | +9.0% | +7.8% | +10.2% |
| 3M | +42.6% | +13.5% | +29.2% | +32.3% |
| 6M | +63.9% | +35.3% | +28.6% | +35.8% |
| YTD | +34.5% | +24.0% | +10.5% | +15.7% |
| 1Y | +11.0% | +22.0% | -11.0% | -3.2% |
| All | +97.3% | +60.5% | +36.8% | +20.7% |
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