+60.5%
TEM vs WCC
+110.1%
-49.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -3.9% | -3.1% |
| 7D | +0.9% | +4.5% | -3.6% | -2.6% |
| 30D | +38.4% | -5.8% | +44.2% | +44.6% |
| 3M | +23.7% | -3.7% | +27.3% | +24.9% |
| 6M | +26.0% | +23.1% | +2.9% | -1.8% |
| YTD | +9.4% | +44.2% | -34.7% | -29.1% |
| 1Y | -17.3% | +62.1% | -79.4% | -53.8% |
| All | +60.5% | +110.1% | -49.6% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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