+225.8%
NEM vs TLN
+583.6%
-357.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.6% | -2.6% |
| 7D | +0.3% | +7.1% | -6.8% | -1.2% |
| 30D | +23.1% | -3.9% | +27.0% | +24.0% |
| 3M | +18.5% | -16.2% | +34.6% | +22.5% |
| 6M | +7.8% | -5.8% | +13.6% | +8.9% |
| YTD | +29.1% | -15.4% | +44.5% | +31.9% |
| 1Y | +72.7% | -16.7% | +89.3% | +76.6% |
| 3Y | +248.7% | +473.8% | -225.0% | +132.7% |
| All | +225.8% | +583.6% | -357.8% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling