+269.0%
NET vs TEM
+61.6%
+207.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -7.0% | +0.9% | -7.9% | -7.1% |
| 30D | -4.8% | +38.4% | -43.2% | -10.0% |
| 3M | +3.8% | +23.7% | -19.8% | -0.5% |
| 6M | +50.0% | +26.0% | +24.1% | +42.3% |
| YTD | +41.5% | +9.4% | +32.0% | +36.7% |
| 1Y | +32.8% | -17.3% | +50.1% | +32.6% |
| All | +269.0% | +61.6% | +207.4% | +236.3% |
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