+62.3%
NEM vs TEM
-28.1%
+90.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.1% |
| 7D | -3.3% | -9.2% | +5.9% | -1.3% |
| 30D | +7.8% | +5.5% | +2.4% | +5.8% |
| 3M | +36.3% | +18.7% | +17.5% | +29.7% |
| 6M | +6.6% | +15.4% | -8.8% | +1.4% |
| YTD | +27.1% | -0.5% | +27.7% | +24.1% |
| 1Y | +62.3% | -24.8% | +87.2% | +64.7% |
| All | +62.3% | -28.1% | +90.5% | +64.7% |
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