-10.5%
TEM vs NTRS
+43.5%
-54.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -6.0% | -4.4% |
| 7D | -1.3% | +3.6% | -4.9% | -3.1% |
| 30D | -9.5% | +4.3% | -13.8% | -11.4% |
| 3M | +60.7% | -1.9% | +62.6% | +58.9% |
| 6M | +35.5% | +11.4% | +24.0% | +21.5% |
| YTD | +28.0% | +32.3% | -4.2% | -5.1% |
| 1Y | -10.5% | +42.5% | -53.0% | -39.5% |
| All | -10.5% | +43.5% | -54.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling