+205.1%
NEM vs TLN
+678.8%
-473.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -4.0% |
| 7D | +11.6% | +1.1% | +10.5% | +11.0% |
| 30D | +1.8% | -4.6% | +6.4% | +2.4% |
| 3M | +2.5% | +5.2% | -2.7% | +0.5% |
| 6M | +3.4% | -6.5% | +9.9% | +3.5% |
| YTD | +20.9% | -3.6% | +24.6% | +19.2% |
| 1Y | +37.2% | -8.2% | +45.4% | +36.2% |
| 3Y | +271.6% | +559.7% | -288.1% | +139.1% |
| All | +205.1% | +678.8% | -473.7% | +100.0% |
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 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