+300.2%
NEM vs TFC
+98.5%
+201.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -3.3% | -2.5% | -0.8% | -3.1% |
| 30D | +7.8% | -2.8% | +10.7% | +8.0% |
| 3M | +36.3% | +2.1% | +34.1% | +35.9% |
| 6M | +6.6% | +10.1% | -3.6% | +5.6% |
| YTD | +27.1% | +5.4% | +21.7% | +26.4% |
| 1Y | +62.3% | +16.3% | +46.0% | +60.2% |
| 3Y | +245.1% | +95.9% | +149.2% | +226.8% |
| 5Y | +154.0% | +16.0% | +138.0% | +145.4% |
| All | +300.2% | +98.5% | +201.7% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling