+59.7%
TEM vs NSC
+55.9%
+3.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +3.2% | -1.5% | +4.8% | +4.7% |
| 30D | +23.5% | -1.9% | +25.4% | +26.0% |
| 3M | +32.3% | +6.2% | +26.1% | +23.5% |
| 6M | +23.0% | +9.2% | +13.8% | +8.4% |
| YTD | +8.9% | +15.0% | -6.2% | -11.4% |
| 1Y | -19.9% | +21.1% | -40.9% | -39.5% |
| All | +59.7% | +55.9% | +3.9% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling