-30.0%
NOW vs TEM
+90.1%
-120.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -1.4% |
| 7D | -3.0% | +5.3% | -8.3% | -3.7% |
| 30D | -26.0% | +8.1% | -34.1% | -27.0% |
| 3M | -13.1% | +64.9% | -78.0% | -19.8% |
| 6M | +14.5% | +42.1% | -27.6% | +7.0% |
| YTD | -33.4% | +28.8% | -62.2% | -37.3% |
| 1Y | -40.6% | +5.5% | -46.1% | -43.0% |
| All | -30.0% | +90.1% | -120.1% | -39.3% |
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 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