+69.3%
NEM vs TMF
-21.2%
+90.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.9% | +1.0% | +2.9% | +3.6% |
| 30D | +12.7% | -1.8% | +14.6% | +13.1% |
| 3M | +28.7% | -8.2% | +36.9% | +31.0% |
| 6M | +9.8% | -19.5% | +29.3% | +12.6% |
| YTD | +28.1% | -16.0% | +44.1% | +32.9% |
| 1Y | +69.3% | -22.5% | +91.8% | +74.9% |
| All | +69.3% | -21.2% | +90.5% | +74.9% |
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