+71.1%
NEM vs TPR
+9.9%
+61.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.1% |
| 7D | +3.1% | -7.3% | +10.4% | +5.1% |
| 30D | +10.0% | -30.7% | +40.7% | +21.2% |
| 3M | +30.9% | -21.6% | +52.5% | +38.9% |
| 6M | +10.5% | -21.3% | +31.9% | +16.5% |
| YTD | +29.7% | -10.2% | +39.9% | +34.1% |
| 1Y | +71.1% | +9.5% | +61.6% | +67.4% |
| All | +71.1% | +9.9% | +61.2% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling