-67.3%
NVO vs TEM
+47.5%
-114.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -7.6% | -8.7% | +1.1% | -6.8% |
| 30D | -6.0% | +8.1% | -14.0% | -7.0% |
| 3M | -0.8% | +19.0% | -19.8% | -3.1% |
| 6M | +16.5% | +12.0% | +4.4% | +13.8% |
| YTD | -11.1% | -0.1% | -11.1% | -12.3% |
| 1Y | -16.7% | -33.5% | +16.8% | -15.8% |
| All | -67.3% | +47.5% | -114.8% | -68.1% |
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