+60.7%
NEM vs TFC
+16.6%
+44.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.0% | -2.4% | +1.4% | -0.9% |
| 30D | +7.8% | -3.4% | +11.2% | +7.9% |
| 3M | +30.2% | +0.4% | +29.8% | +29.6% |
| 6M | +9.6% | +12.7% | -3.1% | +7.5% |
| YTD | +27.8% | +5.6% | +22.2% | +26.1% |
| 1Y | +60.7% | +16.0% | +44.7% | +68.1% |
| All | +60.7% | +16.6% | +44.1% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling