+60.5%
TEM vs WAT
+39.5%
+21.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | +0.9% | -1.3% | +2.2% | +1.8% |
| 30D | +38.4% | +2.3% | +36.0% | +37.1% |
| 3M | +23.7% | +8.7% | +14.9% | +18.0% |
| 6M | +26.0% | +28.3% | -2.3% | +6.9% |
| YTD | +9.4% | +7.8% | +1.7% | +2.8% |
| 1Y | -17.3% | +36.6% | -53.9% | -35.0% |
| All | +60.5% | +39.5% | +21.0% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling