+45.9%
TEM vs NWSA
+10.8%
+35.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -3.4% |
| 7D | -9.2% | -4.8% | -4.4% | -4.6% |
| 30D | +5.5% | +3.0% | +2.5% | +2.5% |
| 3M | +18.7% | +9.3% | +9.4% | +5.6% |
| 6M | +15.4% | +23.2% | -7.8% | -11.7% |
| YTD | -0.5% | +13.3% | -13.9% | -16.2% |
| 1Y | -24.8% | +2.9% | -27.7% | -29.1% |
| All | +45.9% | +10.8% | +35.2% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling