+64.4%
WFC vs TEM
+53.2%
+11.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +2.3% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +2.5% | +11.3% | -8.8% | +1.0% |
| 3M | +10.0% | +25.5% | -15.5% | +6.7% |
| 6M | +15.1% | +17.1% | -2.1% | +11.6% |
| YTD | -2.2% | +3.8% | -6.0% | -4.3% |
| 1Y | +13.5% | -24.4% | +37.8% | +13.9% |
| All | +64.4% | +53.2% | +11.2% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling