+59.7%
TEM vs NOC
+27.6%
+32.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +3.2% | -2.7% | +5.9% | +3.7% |
| 30D | +23.5% | -8.9% | +32.4% | +25.2% |
| 3M | +32.3% | -3.7% | +36.0% | +31.9% |
| 6M | +23.0% | -30.8% | +53.8% | +34.7% |
| YTD | +8.9% | -7.9% | +16.8% | +10.2% |
| 1Y | -19.9% | -9.4% | -10.4% | -18.3% |
| All | +59.7% | +27.6% | +32.2% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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