+27.3%
NEM vs TEM
+3.5%
+23.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.1% | +1.5% |
| 7D | -6.4% | -5.9% | -0.6% | -5.4% |
| 30D | +1.4% | +4.8% | -3.4% | 0.0% |
| 3M | -0.7% | +31.9% | -32.6% | -9.0% |
| 6M | -4.5% | +56.0% | -60.5% | -16.2% |
| YTD | +14.0% | +21.3% | -7.2% | +4.9% |
| 1Y | +27.3% | +5.4% | +21.9% | +20.5% |
| All | +27.3% | +3.5% | +23.8% | +20.5% |
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