+433.6%
NEM vs TECH
+101,570.6%
-101,137.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +1.1% | +0.3% | +0.8% | +1.1% |
| 3M | +1.3% | +1.0% | +0.3% | +1.2% |
| 6M | -1.4% | +54.0% | -55.4% | -4.1% |
| YTD | +19.4% | +24.3% | -4.9% | +17.3% |
| 1Y | +32.9% | +23.7% | +9.2% | +30.6% |
| 3Y | +267.0% | +28.5% | +238.6% | +257.9% |
| 5Y | +131.0% | -41.2% | +172.2% | +133.1% |
| 10Y | +379.9% | +189.2% | +190.7% | +347.7% |
| All | +433.6% | +101,570.6% | -101,137.0% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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