+223.2%
NEM vs TLN
+602.5%
-379.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.4% |
| 7D | +3.9% | +10.9% | -7.1% | +1.6% |
| 30D | +12.7% | -6.3% | +19.0% | +14.1% |
| 3M | +28.7% | -10.7% | +39.3% | +31.3% |
| 6M | +9.8% | +1.6% | +8.1% | +9.4% |
| YTD | +28.1% | -13.1% | +41.2% | +30.1% |
| 1Y | +69.3% | -15.1% | +84.4% | +72.4% |
| 3Y | +247.7% | +495.0% | -247.3% | +130.3% |
| All | +223.2% | +602.5% | -379.2% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling