+60.7%
NEM vs TGT
+78.4%
-17.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -1.0% | -5.2% | +4.2% | -0.9% |
| 30D | +7.8% | +1.2% | +6.6% | +7.8% |
| 3M | +30.2% | +18.4% | +11.8% | +30.7% |
| 6M | +9.6% | +33.4% | -23.8% | +9.3% |
| YTD | +27.8% | +63.8% | -36.0% | +26.9% |
| 1Y | +60.7% | +77.2% | -16.5% | +53.1% |
| All | +60.7% | +78.4% | -17.7% | +53.1% |
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