+46.6%
TEM vs NTR
+65.3%
-18.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | -8.7% | -1.3% | -7.4% | -8.4% |
| 30D | +8.1% | +16.8% | -8.7% | +5.2% |
| 3M | +19.0% | +20.7% | -1.8% | +14.6% |
| 6M | +12.0% | +0.5% | +11.5% | +12.2% |
| YTD | -0.1% | +29.2% | -29.3% | -7.2% |
| 1Y | -33.5% | +39.6% | -73.1% | -40.3% |
| All | +46.6% | +65.3% | -18.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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