+52.2%
TEM vs NWSA
+11.6%
+40.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.3% |
| 7D | -1.1% | -3.1% | +2.0% | +2.0% |
| 30D | +11.3% | +4.3% | +7.0% | +6.8% |
| 3M | +25.5% | +9.2% | +16.3% | +11.8% |
| 6M | +17.1% | +21.6% | -4.4% | -8.8% |
| YTD | +3.8% | +14.2% | -10.4% | -13.2% |
| 1Y | -24.4% | +1.8% | -26.1% | -26.7% |
| All | +52.2% | +11.6% | +40.6% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling