+243.5%
NEM vs TRI
-20.3%
+263.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.0% |
| 7D | -3.3% | -14.4% | +11.1% | -3.1% |
| 30D | +7.8% | -8.1% | +16.0% | +8.0% |
| 3M | +36.3% | +17.5% | +18.7% | +34.9% |
| 6M | +6.6% | -5.0% | +11.5% | +7.9% |
| YTD | +27.1% | -24.7% | +51.8% | +35.3% |
| 1Y | +62.3% | -41.5% | +103.8% | +84.6% |
| All | +243.5% | -20.3% | +263.8% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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