+135.0%
NEM vs TPG
+74.1%
+60.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -1.0% | -9.4% | +8.4% | +0.6% |
| 30D | +7.8% | -5.3% | +13.1% | +8.6% |
| 3M | +30.2% | +12.9% | +17.3% | +27.3% |
| 6M | +9.6% | +20.1% | -10.5% | +6.0% |
| YTD | +27.8% | -22.5% | +50.3% | +31.6% |
| 1Y | +60.7% | -19.7% | +80.4% | +64.3% |
| 3Y | +245.3% | +81.2% | +164.1% | +200.1% |
| All | +135.0% | +74.1% | +60.9% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling