+291.3%
NEM vs TMF
-86.8%
+378.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.9% | +1.0% | +2.9% | +3.7% |
| 30D | +12.7% | -1.8% | +14.6% | +12.9% |
| 3M | +28.7% | -8.2% | +36.9% | +29.9% |
| 6M | +9.8% | -19.5% | +29.3% | +12.5% |
| YTD | +28.1% | -16.0% | +44.1% | +30.6% |
| 1Y | +69.3% | -22.5% | +91.8% | +74.0% |
| 3Y | +247.7% | -42.3% | +289.9% | +261.9% |
| 5Y | +153.4% | -87.7% | +241.1% | +200.5% |
| 10Y | +291.3% | -86.5% | +377.8% | +337.0% |
| All | +291.3% | -86.8% | +378.1% | +337.0% |
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