+224.7%
NEM vs TEM
+61.6%
+163.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.3% | +0.9% | -0.6% | +0.2% |
| 30D | +23.1% | +38.4% | -15.3% | +20.0% |
| 3M | +18.5% | +23.7% | -5.2% | +16.1% |
| 6M | +7.8% | +26.0% | -18.2% | +5.2% |
| YTD | +29.1% | +9.4% | +19.7% | +26.9% |
| 1Y | +72.7% | -17.3% | +89.9% | +71.5% |
| All | +224.7% | +61.6% | +163.1% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling