+60.5%
TEM vs WU
-27.7%
+88.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | +38.4% | -1.1% | +39.5% | +38.7% |
| 3M | +23.7% | -3.9% | +27.5% | +23.0% |
| 6M | +26.0% | -20.7% | +46.6% | +37.6% |
| YTD | +9.4% | -18.4% | +27.8% | +16.9% |
| 1Y | -17.3% | -8.1% | -9.2% | -19.4% |
| All | +60.5% | -27.7% | +88.3% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling