+342.1%
NEM vs TFC
+77.1%
+265.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.9% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -2.6% | +8.6% | -11.2% | -3.2% |
| 3M | -4.2% | -4.3% | +0.1% | -3.9% |
| 6M | -5.5% | +5.4% | -10.9% | -6.0% |
| YTD | +13.5% | +4.5% | +9.0% | +12.9% |
| 1Y | +22.2% | +14.0% | +8.2% | +20.8% |
| 3Y | +249.0% | +93.4% | +155.6% | +230.8% |
| 5Y | +120.1% | +0.5% | +119.6% | +114.4% |
| All | +342.1% | +77.1% | +265.1% | +395.2% |
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