+45.9%
TEM vs NVD
-90.5%
+136.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -2.8% |
| 7D | -9.2% | +9.0% | -18.2% | -6.6% |
| 30D | +5.5% | -5.5% | +10.9% | +5.1% |
| 3M | +18.7% | -24.6% | +43.3% | +12.2% |
| 6M | +15.4% | -42.1% | +57.5% | +3.7% |
| YTD | -0.5% | -44.3% | +43.8% | -10.3% |
| 1Y | -24.8% | -54.2% | +29.3% | -34.2% |
| All | +45.9% | -90.5% | +136.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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