+588.5%
NEM vs TRI
+507.2%
+81.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.7% |
| 7D | +3.1% | -8.4% | +11.4% | +5.2% |
| 30D | +10.0% | -6.5% | +16.5% | +11.5% |
| 3M | +30.9% | +18.6% | +12.3% | +23.3% |
| 6M | +10.5% | -10.4% | +21.0% | +10.9% |
| YTD | +29.7% | -23.7% | +53.4% | +34.9% |
| 1Y | +71.1% | -42.5% | +113.6% | +93.2% |
| 3Y | +252.1% | -19.3% | +271.4% | +255.0% |
| 5Y | +157.7% | -9.7% | +167.4% | +148.6% |
| 10Y | +319.4% | +194.4% | +124.9% | +170.8% |
| All | +588.5% | +507.2% | +81.3% | +234.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling