+302.3%
NEM vs TNA
+86.1%
+216.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -1.0% | -7.3% | +6.3% | -0.1% |
| 30D | +7.8% | -14.2% | +22.0% | +9.8% |
| 3M | +30.2% | -4.6% | +34.8% | +30.8% |
| 6M | +9.6% | +36.9% | -27.3% | +5.7% |
| YTD | +27.8% | +42.5% | -14.7% | +22.7% |
| 1Y | +60.7% | +45.8% | +14.9% | +53.5% |
| 3Y | +245.3% | +104.7% | +140.6% | +208.2% |
| 5Y | +155.3% | -21.7% | +177.0% | +136.2% |
| All | +302.3% | +86.1% | +216.2% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling