+238.2%
NEM vs TPR
+407.4%
-169.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +13.4% | +14.2% | -0.8% | +10.8% |
| 30D | +6.5% | +17.1% | -10.6% | +3.6% |
| 3M | +14.9% | -17.7% | +32.6% | +18.3% |
| 6M | +5.5% | -10.2% | +15.7% | +6.7% |
| YTD | +21.9% | +4.9% | +17.0% | +20.8% |
| 1Y | +47.9% | +36.1% | +11.7% | +41.8% |
| 3Y | +238.2% | +416.5% | -178.3% | +117.0% |
| All | +238.2% | +407.4% | -169.2% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling