+361.4%
NEM vs TMF
-68.9%
+430.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +0.3% | -1.4% | +1.7% | +0.4% |
| 30D | +23.1% | -2.8% | +25.9% | +23.3% |
| 3M | +18.5% | -10.9% | +29.4% | +19.4% |
| 6M | +7.8% | -21.3% | +29.1% | +9.5% |
| YTD | +29.1% | -15.9% | +45.0% | +30.5% |
| 1Y | +72.7% | -15.7% | +88.4% | +74.4% |
| 3Y | +248.7% | -43.4% | +292.1% | +257.2% |
| 5Y | +148.7% | -87.8% | +236.4% | +170.1% |
| 10Y | +304.8% | -86.7% | +391.5% | +326.2% |
| All | +361.4% | -68.9% | +430.3% | +437.2% |
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