-33.5%
TEM vs NI
+4.4%
-38.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -8.7% | 0.0% | -8.7% | -8.7% |
| 30D | +8.1% | -1.4% | +9.4% | +7.9% |
| 3M | +19.0% | -10.6% | +29.6% | +19.1% |
| 6M | +12.0% | -9.3% | +21.3% | +11.5% |
| YTD | -0.1% | +1.1% | -1.2% | -6.9% |
| 1Y | -33.5% | +3.4% | -36.9% | -36.9% |
| All | -33.5% | +4.4% | -38.0% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling