+154.6%
NEM vs TPR
+239.8%
-85.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | -2.3% | +2.6% | +0.6% |
| 30D | +23.1% | -23.0% | +46.0% | +26.8% |
| 3M | +18.5% | -12.5% | +31.0% | +20.2% |
| 6M | +7.8% | -21.4% | +29.2% | +10.4% |
| YTD | +29.1% | -3.5% | +32.6% | +29.7% |
| 1Y | +72.7% | +17.4% | +55.3% | +70.1% |
| 3Y | +248.7% | +291.3% | -42.5% | +205.2% |
| All | +154.6% | +239.8% | -85.2% | +118.9% |
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