+51.1%
NEM vs TEM
-11.1%
+62.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.8% | +12.7% | +10.4% |
| 7D | +3.7% | -1.3% | +5.0% | +3.8% |
| 30D | +2.0% | -9.5% | +11.5% | +3.4% |
| 3M | +21.1% | +60.7% | -39.6% | +7.3% |
| 6M | +9.5% | +35.5% | -26.0% | -0.7% |
| YTD | +19.1% | +28.0% | -9.0% | +9.2% |
| 1Y | +51.1% | -10.5% | +61.6% | +47.1% |
| All | +51.1% | -11.1% | +62.2% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling