+146.9%
NEM vs TPR
+253.5%
-106.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +13.4% | +14.2% | -0.8% | +11.5% |
| 30D | +6.5% | +17.1% | -10.6% | +4.4% |
| 3M | +14.9% | -17.7% | +32.6% | +17.4% |
| 6M | +5.5% | -10.2% | +15.7% | +6.4% |
| YTD | +21.9% | +4.9% | +17.0% | +21.0% |
| 1Y | +47.9% | +36.1% | +11.7% | +43.2% |
| 3Y | +238.2% | +416.5% | -178.3% | +188.4% |
| All | +146.9% | +253.5% | -106.6% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling