+463.7%
NEM vs TAP
+810.2%
-346.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | +14.7% | -7.8% | +22.5% | +15.4% |
| 30D | +6.2% | +7.1% | -0.9% | +5.6% |
| 3M | +11.0% | -7.0% | +18.1% | +11.5% |
| 6M | +7.9% | -3.8% | +11.7% | +7.9% |
| YTD | +26.2% | -11.7% | +37.9% | +26.9% |
| 1Y | +51.5% | -10.1% | +61.6% | +52.1% |
| 3Y | +290.6% | -23.7% | +314.3% | +295.8% |
| 5Y | +153.1% | +2.9% | +150.2% | +150.0% |
| 10Y | +332.4% | -49.5% | +381.9% | +340.7% |
| All | +463.7% | +810.2% | -346.4% | +492.3% |
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