+72.7%
NEM vs TNA
+70.0%
+2.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +23.1% | -4.9% | +28.0% | +25.5% |
| 3M | +18.5% | +0.4% | +18.1% | +17.6% |
| 6M | +7.8% | +32.5% | -24.8% | -3.5% |
| YTD | +29.1% | +53.7% | -24.6% | +10.6% |
| 1Y | +72.7% | +65.1% | +7.6% | +44.9% |
| All | +72.7% | +70.0% | +2.7% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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