+319.4%
NEM vs TAP
-51.4%
+370.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +3.1% | -5.1% | +8.1% | +3.9% |
| 30D | +10.0% | -8.4% | +18.4% | +11.5% |
| 3M | +30.9% | -3.9% | +34.8% | +31.3% |
| 6M | +10.5% | -14.4% | +24.9% | +12.9% |
| YTD | +29.7% | -14.7% | +44.5% | +32.2% |
| 1Y | +71.1% | -18.7% | +89.8% | +75.5% |
| 3Y | +252.1% | -32.6% | +284.7% | +270.4% |
| 5Y | +157.7% | -1.4% | +159.1% | +150.2% |
| 10Y | +319.4% | -50.4% | +369.7% | +377.1% |
| All | +319.4% | -51.4% | +370.7% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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