+243.5%
NEM vs TGT
+39.8%
+203.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -3.3% | -5.0% | +1.8% | -3.0% |
| 30D | +7.8% | +3.0% | +4.8% | +7.6% |
| 3M | +36.3% | +22.6% | +13.6% | +34.3% |
| 6M | +6.6% | +31.2% | -24.6% | +4.4% |
| YTD | +27.1% | +63.7% | -36.6% | +22.2% |
| 1Y | +62.3% | +78.5% | -16.2% | +54.6% |
| All | +243.5% | +39.8% | +203.7% | +225.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling