-66.1%
NVO vs TEM
+53.2%
-119.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.9% |
| 7D | -4.7% | -1.1% | -3.7% | -4.6% |
| 30D | -5.4% | +11.3% | -16.7% | -6.7% |
| 3M | +7.0% | +25.5% | -18.6% | +4.0% |
| 6M | +17.6% | +17.1% | +0.5% | +14.5% |
| YTD | -8.0% | +3.8% | -11.8% | -9.6% |
| 1Y | -13.8% | -24.4% | +10.5% | -13.7% |
| All | -66.1% | +53.2% | -119.3% | -67.1% |
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 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