-10.5%
TEM vs NWSA
+18.2%
-28.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.5% | -4.3% |
| 7D | -1.3% | +4.3% | -5.6% | -2.9% |
| 30D | -9.5% | +5.6% | -15.1% | -11.8% |
| 3M | +60.7% | +7.3% | +53.5% | +55.2% |
| 6M | +35.5% | +18.8% | +16.6% | +22.5% |
| YTD | +28.0% | +17.9% | +10.2% | +16.9% |
| 1Y | -10.5% | +19.3% | -29.9% | -19.0% |
| All | -10.5% | +18.2% | -28.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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