+735.0%
NEM vs TDY
+7,056.0%
-6,321.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | +7.8% | -12.0% | +19.9% | +9.4% |
| 3M | +30.2% | -3.2% | +33.4% | +30.7% |
| 6M | +9.6% | -7.9% | +17.5% | +10.7% |
| YTD | +27.8% | +18.2% | +9.6% | +25.6% |
| 1Y | +60.7% | +6.7% | +54.0% | +59.6% |
| 3Y | +245.3% | +47.5% | +197.7% | +230.6% |
| 5Y | +155.3% | +39.5% | +115.8% | +144.9% |
| 10Y | +313.2% | +477.2% | -164.0% | +243.2% |
| All | +735.0% | +7,056.0% | -6,321.0% | +451.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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