+226.2%
NEM vs TEM
+53.2%
+173.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +1.6% |
| 7D | +3.1% | -1.1% | +4.1% | +3.1% |
| 30D | +10.0% | +11.3% | -1.3% | +8.9% |
| 3M | +30.9% | +25.5% | +5.4% | +28.3% |
| 6M | +10.5% | +17.1% | -6.6% | +8.5% |
| YTD | +29.7% | +3.8% | +26.0% | +28.0% |
| 1Y | +71.1% | -24.4% | +95.5% | +70.8% |
| All | +226.2% | +53.2% | +173.0% | +223.9% |
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