+51.1%
NEM vs TDG
-5.9%
+57.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +9.7% |
| 7D | +3.7% | +7.1% | -3.4% | +2.0% |
| 30D | +2.0% | +11.4% | -9.4% | -0.5% |
| 3M | +21.1% | -4.6% | +25.7% | +21.8% |
| 6M | +9.5% | +5.8% | +3.7% | +7.5% |
| YTD | +19.1% | -8.5% | +27.5% | +14.1% |
| 1Y | +51.1% | -5.8% | +56.9% | +43.2% |
| All | +51.1% | -5.9% | +57.0% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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