+59.7%
TEM vs NUE
+76.8%
-17.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.8% |
| 7D | +3.2% | +1.8% | +1.5% | +1.7% |
| 30D | +23.5% | -6.0% | +29.5% | +27.8% |
| 3M | +32.3% | +1.4% | +30.9% | +26.3% |
| 6M | +23.0% | +52.8% | -29.8% | -19.8% |
| YTD | +8.9% | +58.1% | -49.2% | -32.7% |
| 1Y | -19.9% | +80.4% | -100.3% | -57.3% |
| All | +59.7% | +76.8% | -17.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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