+472.4%
NEM vs TGT
+6,311.1%
-5,838.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +3.9% | -0.6% | +4.5% | +3.9% |
| 30D | +12.7% | +9.5% | +3.2% | +12.1% |
| 3M | +28.7% | +32.3% | -3.6% | +26.5% |
| 6M | +9.8% | +37.0% | -27.3% | +7.6% |
| YTD | +28.1% | +71.0% | -42.9% | +23.9% |
| 1Y | +69.3% | +85.0% | -15.7% | +62.9% |
| 3Y | +247.7% | +46.8% | +200.8% | +236.6% |
| 5Y | +153.4% | -22.7% | +176.1% | +152.1% |
| 10Y | +291.3% | +216.3% | +75.0% | +260.7% |
| All | +472.4% | +6,311.1% | -5,838.7% | +378.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling