+45.9%
TEM vs NSC
+53.7%
-7.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -9.2% | -1.4% | -7.8% | -7.9% |
| 30D | +5.5% | -3.4% | +8.9% | +9.2% |
| 3M | +18.7% | +5.1% | +13.6% | +12.0% |
| 6M | +15.4% | +9.2% | +6.2% | +1.3% |
| YTD | -0.5% | +13.4% | -13.9% | -17.9% |
| 1Y | -24.8% | +20.8% | -45.6% | -43.4% |
| All | +45.9% | +53.7% | -7.7% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling