+335.6%
NEM vs TMF
-69.2%
+404.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +13.4% | +1.2% | +12.2% | +13.3% |
| 30D | +6.5% | +19.7% | -13.2% | +5.1% |
| 3M | +14.9% | -2.1% | +17.0% | +15.0% |
| 6M | +5.5% | -13.4% | +19.0% | +6.5% |
| YTD | +21.9% | -16.7% | +38.6% | +23.3% |
| 1Y | +47.9% | -23.3% | +71.2% | +50.3% |
| 3Y | +238.2% | -24.8% | +263.0% | +241.2% |
| 5Y | +146.2% | -88.0% | +234.2% | +167.8% |
| 10Y | +309.3% | -84.7% | +394.0% | +330.5% |
| All | +335.6% | -69.2% | +404.7% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling