+157.7%
NEM vs TFC
+14.8%
+143.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +3.1% | -1.3% | +4.3% | +3.2% |
| 30D | +10.0% | -2.3% | +12.3% | +10.2% |
| 3M | +30.9% | +2.5% | +28.4% | +30.3% |
| 6M | +10.5% | +9.5% | +1.1% | +9.2% |
| YTD | +29.7% | +5.1% | +24.7% | +28.6% |
| 1Y | +71.1% | +15.5% | +55.6% | +68.1% |
| 3Y | +252.1% | +95.2% | +156.9% | +226.3% |
| 5Y | +157.7% | +14.5% | +143.2% | +133.2% |
| All | +157.7% | +14.8% | +143.0% | +133.2% |
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 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