+52.2%
TEM vs NSC
+53.7%
-1.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -3.4% |
| 7D | -1.1% | -2.0% | +1.0% | +0.9% |
| 30D | +11.3% | -3.2% | +14.5% | +15.0% |
| 3M | +25.5% | +3.9% | +21.6% | +19.7% |
| 6M | +17.1% | +7.8% | +9.3% | +4.4% |
| YTD | +3.8% | +13.4% | -9.6% | -14.3% |
| 1Y | -24.4% | +20.3% | -44.7% | -42.7% |
| All | +52.2% | +53.7% | -1.4% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling