+433.6%
NEM vs TAP
+806.5%
-372.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +0.3% | -8.0% | +8.3% | +0.9% |
| 30D | +1.1% | +4.1% | -2.9% | +0.8% |
| 3M | +1.3% | -4.4% | +5.6% | +1.5% |
| 6M | -1.4% | -1.9% | +0.6% | -1.5% |
| YTD | +19.4% | -12.1% | +31.5% | +20.2% |
| 1Y | +32.9% | -12.0% | +45.0% | +33.7% |
| 3Y | +267.0% | -25.0% | +292.0% | +272.4% |
| 5Y | +131.0% | -1.1% | +132.1% | +128.8% |
| 10Y | +379.9% | -47.6% | +427.5% | +388.1% |
| All | +433.6% | +806.5% | -372.9% | +460.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling