+476.9%
NEM vs TECH
+101,053.8%
-100,576.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +23.1% | +0.7% | +22.4% | +23.0% |
| 3M | +18.5% | +36.3% | -17.9% | +16.1% |
| 6M | +7.8% | +25.6% | -17.8% | +5.9% |
| YTD | +29.1% | +23.7% | +5.4% | +26.9% |
| 1Y | +72.7% | +37.6% | +35.0% | +68.5% |
| 3Y | +248.7% | -6.6% | +255.3% | +245.7% |
| 5Y | +148.7% | -42.2% | +190.9% | +151.0% |
| 10Y | +304.8% | +187.6% | +117.2% | +277.6% |
| All | +476.9% | +101,053.8% | -100,576.9% | +296.7% |
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