-17.3%
TEM vs WTW
+3.0%
-20.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | 0.0% |
| 7D | +0.9% | -2.6% | +3.5% | +1.0% |
| 30D | +38.4% | -1.0% | +39.4% | +38.1% |
| 3M | +23.7% | +29.9% | -6.3% | +25.1% |
| 6M | +26.0% | +10.7% | +15.3% | +26.2% |
| YTD | +9.4% | +2.6% | +6.9% | +9.4% |
| 1Y | -17.3% | +2.8% | -20.0% | -21.4% |
| All | -17.3% | +3.0% | -20.3% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling