+332.4%
NEM vs TMF
-83.0%
+415.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +14.7% | +0.6% | +14.1% | +14.7% |
| 30D | +6.2% | +16.3% | -10.1% | +4.3% |
| 3M | +11.0% | -2.7% | +13.7% | +11.3% |
| 6M | +7.9% | -13.2% | +21.1% | +9.6% |
| YTD | +26.2% | -16.7% | +42.8% | +28.6% |
| 1Y | +51.5% | -22.7% | +74.2% | +55.7% |
| 3Y | +290.6% | -26.1% | +316.7% | +296.6% |
| 5Y | +153.1% | -88.4% | +241.5% | +199.7% |
| 10Y | +332.4% | -81.8% | +414.2% | +321.5% |
| All | +332.4% | -83.0% | +415.4% | +321.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling