+155.1%
NEM vs TRI
-10.0%
+165.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -1.0% | -7.9% | +6.9% | -0.5% |
| 30D | +7.8% | -4.5% | +12.3% | +8.1% |
| 3M | +30.2% | +22.1% | +8.1% | +27.1% |
| 6M | +9.6% | -2.8% | +12.4% | +10.1% |
| YTD | +27.8% | -23.4% | +51.2% | +35.1% |
| 1Y | +60.7% | -41.5% | +102.2% | +82.3% |
| 3Y | +245.3% | -19.2% | +264.5% | +255.3% |
| All | +155.1% | -10.0% | +165.1% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling