+154.0%
NEM vs TD
+122.4%
+31.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -3.3% | -2.6% | -0.7% | -2.1% |
| 30D | +7.8% | -1.0% | +8.9% | +8.3% |
| 3M | +36.3% | +5.6% | +30.6% | +32.6% |
| 6M | +6.6% | +27.1% | -20.5% | -4.6% |
| YTD | +27.1% | +29.4% | -2.3% | +12.9% |
| 1Y | +62.3% | +60.7% | +1.7% | +31.5% |
| 3Y | +245.1% | +127.6% | +117.5% | +140.4% |
| 5Y | +154.0% | +125.4% | +28.6% | +83.5% |
| All | +154.0% | +122.4% | +31.6% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling