+250.5%
NEM vs TE
+9.8%
+240.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +0.6% |
| 7D | -6.4% | -19.1% | +12.6% | -5.3% |
| 30D | +1.4% | -34.1% | +35.6% | +3.5% |
| 3M | -0.7% | -60.1% | +59.4% | +4.1% |
| 6M | -4.5% | -66.0% | +61.5% | +0.5% |
| YTD | +14.0% | -71.4% | +85.4% | +20.1% |
| 1Y | +27.3% | -45.3% | +72.6% | +30.6% |
| 3Y | +250.5% | +9.1% | +241.4% | +244.8% |
| All | +250.5% | +9.8% | +240.7% | +244.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling