+72.7%
NEM vs TE
+132.3%
-59.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +0.3% | -4.0% | +4.3% | +0.6% |
| 30D | +23.1% | -15.9% | +39.0% | +24.7% |
| 3M | +18.5% | -60.5% | +79.0% | +26.3% |
| 6M | +7.8% | -35.2% | +43.0% | +10.3% |
| YTD | +29.1% | -31.1% | +60.2% | +31.2% |
| 1Y | +72.7% | +148.6% | -76.0% | +75.9% |
| All | +72.7% | +132.3% | -59.7% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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