+45.9%
TEM vs NTRS
+142.0%
-96.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -5.5% |
| 7D | -9.2% | +0.3% | -9.5% | -9.5% |
| 30D | +5.5% | +0.2% | +5.3% | +4.1% |
| 3M | +18.7% | +13.2% | +5.5% | +2.1% |
| 6M | +15.4% | +36.9% | -21.5% | -20.8% |
| YTD | -0.5% | +39.1% | -39.6% | -33.7% |
| 1Y | -24.8% | +50.4% | -75.3% | -55.1% |
| All | +45.9% | +142.0% | -96.0% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling