+51.1%
NEM vs TD
+61.0%
-9.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +7.5% |
| 7D | +3.7% | +1.4% | +2.3% | +2.6% |
| 30D | +2.0% | +10.2% | -8.3% | -5.5% |
| 3M | +21.1% | +8.1% | +13.0% | +13.6% |
| 6M | +9.5% | +22.3% | -12.8% | -9.2% |
| YTD | +19.1% | +39.0% | -20.0% | -12.7% |
| 1Y | +51.1% | +62.6% | -11.5% | -8.7% |
| All | +51.1% | +61.0% | -9.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling