+120.2%
NEM vs TFC
+1.3%
+118.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -6.4% | +2.3% | -8.7% | -6.7% |
| 30D | +1.4% | +10.8% | -9.4% | +0.3% |
| 3M | -0.7% | -3.8% | +3.0% | -0.4% |
| 6M | -4.5% | +9.6% | -14.0% | -5.6% |
| YTD | +14.0% | +5.8% | +8.3% | +12.9% |
| 1Y | +27.3% | +16.2% | +11.1% | +24.9% |
| 3Y | +250.5% | +96.0% | +154.5% | +223.9% |
| All | +120.2% | +1.3% | +118.9% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling