+56.0%
TEM vs WSM
+44.7%
+11.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.5% | -7.1% | -6.2% |
| 7D | -5.9% | 0.0% | -5.8% | -5.7% |
| 30D | +4.8% | +5.1% | -0.3% | +3.6% |
| 3M | +31.9% | +5.1% | +26.8% | +30.9% |
| 6M | +56.0% | +48.6% | +7.4% | +41.5% |
| All | +56.0% | +44.7% | +11.3% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 6mo: compounded portfolio wealth divided by compounded WSM 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…
6mo analysis · Full analysis span regression · 6 months rolling