+97.3%
TEM vs WU
-29.8%
+127.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.4% |
| 7D | +5.1% | +2.1% | +2.9% | +4.0% |
| 30D | +16.8% | +10.1% | +6.7% | +12.4% |
| 3M | +42.6% | -1.1% | +43.8% | +42.1% |
| 6M | +63.9% | -19.8% | +83.7% | +76.3% |
| YTD | +34.5% | -20.8% | +55.3% | +44.4% |
| 1Y | +11.0% | -15.1% | +26.1% | +14.2% |
| All | +97.3% | -29.8% | +127.2% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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