+61.3%
WFC vs TEM
+60.7%
+0.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +1.1% | +3.2% | -2.2% | +0.8% |
| 30D | +0.8% | +23.5% | -22.7% | -1.5% |
| 3M | +9.3% | +32.3% | -23.0% | +5.6% |
| 6M | +10.6% | +23.0% | -12.4% | +6.9% |
| YTD | -4.1% | +8.9% | -12.9% | -6.4% |
| 1Y | +13.6% | -19.9% | +33.4% | +13.4% |
| All | +61.3% | +60.7% | +0.6% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling