+6.7%
TEM vs WETO
-99.4%
+106.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.4% |
| 7D | -8.7% | -4.3% | -4.4% | -8.7% |
| 30D | +8.1% | -39.9% | +48.0% | +7.5% |
| 3M | +19.0% | -97.9% | +116.9% | +24.6% |
| 6M | +12.0% | -95.0% | +107.1% | +13.0% |
| YTD | -0.1% | -97.2% | +97.1% | +2.3% |
| 1Y | -33.5% | -98.9% | +65.4% | -30.1% |
| All | +6.7% | -99.4% | +106.1% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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