+728.5%
NEM vs TNA
+944.8%
-216.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.8% |
| 7D | +3.1% | -3.6% | +6.7% | +3.5% |
| 30D | +10.0% | -10.1% | +20.0% | +11.5% |
| 3M | +30.9% | +2.7% | +28.2% | +30.4% |
| 6M | +10.5% | +38.4% | -27.9% | +6.0% |
| YTD | +29.7% | +45.4% | -15.7% | +23.7% |
| 1Y | +71.1% | +55.9% | +15.2% | +61.2% |
| 3Y | +252.1% | +109.8% | +142.3% | +207.8% |
| 5Y | +157.7% | -22.5% | +180.2% | +138.3% |
| 10Y | +319.4% | +87.5% | +231.8% | +200.4% |
| All | +728.5% | +944.8% | -216.2% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling