+409.6%
NEM vs TFC
+2,536.2%
-2,126.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | -6.4% | +2.3% | -8.7% | -6.6% |
| 30D | +1.4% | +10.8% | -9.4% | +0.8% |
| 3M | -0.7% | -3.8% | +3.0% | -0.5% |
| 6M | -4.5% | +9.6% | -14.0% | -5.1% |
| YTD | +14.0% | +5.8% | +8.3% | +13.5% |
| 1Y | +27.3% | +16.2% | +11.1% | +25.9% |
| 3Y | +250.5% | +96.0% | +154.5% | +234.3% |
| 5Y | +121.1% | +1.7% | +119.4% | +117.4% |
| 10Y | +358.3% | +79.9% | +278.5% | +327.1% |
| All | +409.6% | +2,536.2% | -2,126.6% | +382.9% |
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