+288.4%
WBD vs TEM
+60.7%
+227.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -0.7% | +3.2% | -4.0% | -1.1% |
| 30D | +5.0% | +23.5% | -18.5% | +1.2% |
| 3M | +6.2% | +32.3% | -26.1% | +0.8% |
| 6M | +0.6% | +23.0% | -22.4% | -4.5% |
| YTD | -2.4% | +8.9% | -11.3% | -6.2% |
| 1Y | +127.7% | -19.9% | +147.6% | +127.7% |
| All | +288.4% | +60.7% | +227.7% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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