+61.6%
TEM vs NOC
+0.7%
+60.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.6% |
| 7D | +7.8% | +4.5% | +3.2% | +9.5% |
| 30D | +11.2% | +14.1% | -2.8% | +18.4% |
| 3M | +39.0% | -4.5% | +43.4% | +37.1% |
| 6M | +61.6% | -0.8% | +62.4% | +66.1% |
| All | +61.6% | +0.7% | +60.9% | +66.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling