+133.8%
NEM vs TPG
+71.4%
+62.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -1.3% |
| 7D | -3.3% | -11.8% | +8.5% | -1.3% |
| 30D | +7.8% | -6.3% | +14.1% | +8.8% |
| 3M | +36.3% | +13.6% | +22.7% | +33.1% |
| 6M | +6.6% | +13.8% | -7.3% | +3.9% |
| YTD | +27.1% | -23.7% | +50.9% | +31.3% |
| 1Y | +62.3% | -18.2% | +80.5% | +65.5% |
| 3Y | +245.1% | +80.1% | +164.9% | +200.2% |
| All | +133.8% | +71.4% | +62.4% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling