+154.0%
NEM vs TE
-49.6%
+203.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.7% | -1.6% |
| 7D | -3.3% | +0.9% | -4.2% | -3.4% |
| 30D | +7.8% | -16.3% | +24.1% | +8.8% |
| 3M | +36.3% | -40.8% | +77.0% | +39.2% |
| 6M | +6.6% | -42.6% | +49.2% | +8.2% |
| YTD | +27.1% | -31.4% | +58.6% | +27.5% |
| 1Y | +62.3% | +144.9% | -82.6% | +52.6% |
| 3Y | +245.1% | -26.0% | +271.1% | +232.8% |
| 5Y | +154.0% | -48.5% | +202.5% | +152.0% |
| All | +154.0% | -49.6% | +203.6% | +152.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling