+51.1%
NEM vs TMF
-23.9%
+75.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +9.1% |
| 7D | +3.7% | +4.0% | -0.3% | +2.4% |
| 30D | +2.0% | +19.5% | -17.5% | -4.2% |
| 3M | +21.1% | -3.5% | +24.6% | +22.3% |
| 6M | +9.5% | -10.6% | +20.1% | +12.9% |
| YTD | +19.1% | -17.1% | +36.1% | +25.9% |
| 1Y | +51.1% | -24.3% | +75.4% | +62.2% |
| All | +51.1% | -23.9% | +75.0% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling