+476.9%
NEM vs TAP
+825.0%
-348.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.3% | -2.3% | +2.6% | +0.5% |
| 30D | +23.1% | -2.1% | +25.2% | +23.3% |
| 3M | +18.5% | +6.6% | +11.9% | +17.7% |
| 6M | +7.8% | -11.5% | +19.3% | +8.6% |
| YTD | +29.1% | -10.3% | +39.4% | +29.8% |
| 1Y | +72.7% | -14.4% | +87.1% | +74.1% |
| 3Y | +248.7% | -28.3% | +277.0% | +255.3% |
| 5Y | +148.7% | +1.7% | +147.0% | +145.9% |
| 10Y | +304.8% | -49.2% | +354.0% | +312.6% |
| All | +476.9% | +825.0% | -348.1% | +506.0% |
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