+220.8%
NOK vs TEM
+47.5%
+173.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.8% |
| 7D | +11.0% | -8.7% | +19.6% | +11.5% |
| 30D | +7.8% | +8.1% | -0.2% | +7.2% |
| 3M | -21.0% | +19.0% | -40.0% | -21.9% |
| 6M | +40.9% | +12.0% | +28.9% | +39.2% |
| YTD | +72.0% | -0.1% | +72.1% | +70.5% |
| 1Y | +140.9% | -33.5% | +174.4% | +141.8% |
| All | +220.8% | +47.5% | +173.3% | +205.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling