+476.9%
NEM vs TFC
+2,596.5%
-2,119.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | +2.4% | -2.1% | +0.1% |
| 30D | +23.1% | -1.3% | +24.4% | +23.2% |
| 3M | +18.5% | +6.1% | +12.4% | +18.0% |
| 6M | +7.8% | +7.3% | +0.4% | +7.2% |
| YTD | +29.1% | +8.2% | +20.9% | +28.3% |
| 1Y | +72.7% | +14.4% | +58.2% | +70.9% |
| 3Y | +248.7% | +93.7% | +155.0% | +232.6% |
| 5Y | +148.7% | +16.4% | +132.3% | +142.5% |
| 10Y | +304.8% | +101.6% | +203.2% | +274.5% |
| All | +476.9% | +2,596.5% | -2,119.5% | +445.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling