+332.1%
NEM vs TMF
-70.3%
+402.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -3.9% |
| 7D | +11.6% | -1.1% | +12.7% | +11.7% |
| 30D | +1.8% | +11.8% | -10.0% | +1.0% |
| 3M | +2.5% | -4.0% | +6.6% | +2.8% |
| 6M | +3.4% | -16.5% | +19.9% | +4.7% |
| YTD | +20.9% | -19.9% | +40.8% | +22.6% |
| 1Y | +37.2% | -25.6% | +62.8% | +39.8% |
| 3Y | +271.6% | -29.9% | +301.5% | +276.8% |
| 5Y | +136.6% | -88.2% | +224.9% | +157.9% |
| 10Y | +342.6% | -81.7% | +424.4% | +365.5% |
| All | +332.1% | -70.3% | +402.5% | +404.7% |
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