+319.4%
NEM vs TPR
+299.5%
+19.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.6% |
| 7D | +3.1% | -7.3% | +10.4% | +3.7% |
| 30D | +10.0% | -30.7% | +40.7% | +13.5% |
| 3M | +30.9% | -21.6% | +52.5% | +33.6% |
| 6M | +10.5% | -21.3% | +31.9% | +12.7% |
| YTD | +29.7% | -10.2% | +39.9% | +30.8% |
| 1Y | +71.1% | +9.5% | +61.6% | +69.8% |
| 3Y | +252.1% | +280.8% | -28.7% | +215.6% |
| 5Y | +157.7% | +218.7% | -61.0% | +131.2% |
| 10Y | +319.4% | +306.7% | +12.7% | +229.5% |
| All | +319.4% | +299.5% | +19.9% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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