+52.2%
TEM vs WTW
+26.5%
+25.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.6% | -1.1% | -3.5% |
| 7D | -1.1% | -7.1% | +6.0% | +1.4% |
| 30D | +11.3% | -8.5% | +19.8% | +14.5% |
| 3M | +25.5% | +20.6% | +5.0% | +18.2% |
| 6M | +17.1% | +7.2% | +9.9% | +14.4% |
| YTD | +3.8% | -3.9% | +7.6% | +5.9% |
| 1Y | -24.4% | -3.6% | -20.8% | -23.5% |
| All | +52.2% | +26.5% | +25.8% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling