+187.8%
NEM vs TLN
+710.8%
-523.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.0% |
| 7D | -6.4% | +11.0% | -17.5% | -8.4% |
| 30D | +1.4% | +4.9% | -3.5% | 0.0% |
| 3M | -0.7% | +4.9% | -5.6% | -2.6% |
| 6M | -4.5% | +7.1% | -11.6% | -6.8% |
| YTD | +14.0% | +0.3% | +13.7% | +11.5% |
| 1Y | +27.3% | +5.9% | +21.4% | +23.3% |
| 3Y | +250.5% | +578.5% | -328.0% | +124.1% |
| All | +187.8% | +710.8% | -523.0% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling