+1,225.7%
NEM vs TPR
+7,380.8%
-6,155.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | -2.3% | +2.6% | +0.5% |
| 30D | +23.1% | -23.0% | +46.0% | +25.7% |
| 3M | +18.5% | -12.5% | +31.0% | +19.7% |
| 6M | +7.8% | -21.4% | +29.2% | +9.8% |
| YTD | +29.1% | -3.5% | +32.6% | +29.2% |
| 1Y | +72.7% | +17.4% | +55.3% | +69.9% |
| 3Y | +248.7% | +291.3% | -42.5% | +208.6% |
| 5Y | +148.7% | +241.9% | -93.2% | +119.4% |
| 10Y | +304.8% | +322.7% | -17.9% | +234.4% |
| All | +1,225.7% | +7,380.8% | -6,155.0% | +1,047.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling