+52.2%
TEM vs WCN
-2.1%
+54.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.1% |
| 7D | -1.1% | -1.7% | +0.7% | -0.1% |
| 30D | +11.3% | -3.0% | +14.3% | +13.2% |
| 3M | +25.5% | +2.5% | +23.0% | +22.4% |
| 6M | +17.1% | -5.7% | +22.8% | +21.1% |
| YTD | +3.8% | -7.4% | +11.2% | +8.7% |
| 1Y | -24.4% | -8.6% | -15.7% | -20.0% |
| All | +52.2% | -2.1% | +54.3% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling