+155.1%
NEM vs TDG
+126.1%
+29.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.7% |
| 30D | +7.8% | -7.7% | +15.5% | +9.1% |
| 3M | +30.2% | -9.3% | +39.5% | +32.0% |
| 6M | +9.6% | -9.4% | +19.0% | +11.0% |
| YTD | +27.8% | -14.3% | +42.1% | +30.1% |
| 1Y | +60.7% | -11.8% | +72.5% | +62.5% |
| 3Y | +245.3% | +52.0% | +193.3% | +212.1% |
| All | +155.1% | +126.1% | +29.0% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling