+344.1%
NEM vs TPR
+364.3%
-20.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | +1.4% | +15.1% | -13.7% | +0.1% |
| 3M | -0.7% | +3.5% | -4.2% | -1.1% |
| 6M | -4.5% | +0.4% | -4.9% | -4.7% |
| YTD | +14.0% | +4.6% | +9.4% | +13.4% |
| 1Y | +27.3% | +33.1% | -5.8% | +24.3% |
| 3Y | +250.5% | +396.0% | -145.5% | +208.6% |
| 5Y | +121.1% | +230.3% | -109.2% | +97.8% |
| All | +344.1% | +364.3% | -20.2% | +254.5% |
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