+247.7%
NEM vs TFC
+98.6%
+149.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | +3.9% | +2.2% | +1.6% | +3.5% |
| 30D | +12.7% | -2.5% | +15.2% | +13.1% |
| 3M | +28.7% | +4.5% | +24.1% | +27.2% |
| 6M | +9.8% | +11.0% | -1.2% | +7.3% |
| YTD | +28.1% | +5.9% | +22.2% | +25.9% |
| 1Y | +69.3% | +14.6% | +54.8% | +64.4% |
| 3Y | +247.7% | +96.7% | +150.9% | +176.1% |
| All | +247.7% | +98.6% | +149.1% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling