+46.6%
TEM vs NVT
+106.4%
-59.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.2% | -2.5% |
| 7D | -8.7% | +4.1% | -12.8% | -11.1% |
| 30D | +8.1% | -5.1% | +13.2% | +10.7% |
| 3M | +19.0% | -1.2% | +20.2% | +15.8% |
| 6M | +12.0% | +46.6% | -34.6% | -22.6% |
| YTD | -0.1% | +60.0% | -60.1% | -37.1% |
| 1Y | -33.5% | +70.8% | -104.3% | -60.7% |
| All | +46.6% | +106.4% | -59.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling