+6.2%
TEM vs WETO
-99.4%
+105.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.1% | -11.2% | -4.1% |
| 7D | -9.2% | -19.9% | +10.7% | -9.3% |
| 30D | +5.5% | -42.7% | +48.1% | +5.0% |
| 3M | +18.7% | -97.7% | +116.4% | +24.3% |
| 6M | +15.4% | -94.4% | +109.8% | +16.3% |
| YTD | -0.5% | -97.0% | +96.5% | +1.9% |
| 1Y | -24.8% | -98.9% | +74.0% | -20.9% |
| All | +6.2% | -99.4% | +105.6% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling