+252.7%
NET vs TEM
+89.0%
+163.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.1% |
| 7D | -16.4% | -1.3% | -15.1% | -16.2% |
| 30D | -25.8% | -9.5% | -16.3% | -25.0% |
| 3M | -11.5% | +60.7% | -72.2% | -18.9% |
| 6M | +18.9% | +35.5% | -16.6% | +11.2% |
| YTD | +35.2% | +28.0% | +7.2% | +26.6% |
| 1Y | +14.5% | -10.5% | +25.0% | +12.0% |
| All | +252.7% | +89.0% | +163.6% | +211.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling