+260.6%
NEM vs TE
-48.3%
+308.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.0% | -10.8% | -1.3% |
| 7D | +3.9% | +18.2% | -14.4% | +2.9% |
| 30D | +12.7% | -13.5% | +26.2% | +13.4% |
| 3M | +28.7% | -44.6% | +73.2% | +31.7% |
| 6M | +9.8% | -24.7% | +34.5% | +9.9% |
| YTD | +28.1% | -24.3% | +52.4% | +27.7% |
| 1Y | +69.3% | +155.6% | -86.2% | +59.4% |
| 3Y | +247.7% | -18.3% | +265.9% | +232.1% |
| 5Y | +153.4% | -41.3% | +194.7% | +145.6% |
| All | +260.6% | -48.3% | +308.9% | +255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling