+72.7%
NEM vs TGT
+84.5%
-11.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | +0.8% | -0.5% | +0.3% |
| 30D | +23.1% | +12.2% | +10.9% | +23.0% |
| 3M | +18.5% | +33.8% | -15.3% | +18.6% |
| 6M | +7.8% | +39.3% | -31.5% | +7.4% |
| YTD | +29.1% | +72.9% | -43.7% | +27.8% |
| 1Y | +72.7% | +84.6% | -11.9% | +63.7% |
| All | +72.7% | +84.5% | -11.8% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling