+250.5%
NEM vs TLN
+483.9%
-233.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.7% |
| 7D | +3.1% | +5.8% | -2.8% | +1.8% |
| 30D | +10.0% | -6.9% | +16.8% | +11.5% |
| 3M | +30.9% | -10.9% | +41.8% | +33.7% |
| 6M | +10.5% | -4.6% | +15.1% | +11.5% |
| YTD | +29.7% | -14.7% | +44.5% | +32.3% |
| 1Y | +71.1% | -17.9% | +89.0% | +75.3% |
| All | +250.5% | +483.9% | -233.4% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling