+300.2%
NEM vs TRMB
+118.7%
+181.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -3.3% | -5.4% | +2.1% | -2.5% |
| 30D | +7.8% | -2.0% | +9.8% | +8.1% |
| 3M | +36.3% | +12.3% | +23.9% | +33.7% |
| 6M | +6.6% | -17.6% | +24.2% | +9.1% |
| YTD | +27.1% | -27.5% | +54.6% | +32.4% |
| 1Y | +62.3% | -29.1% | +91.4% | +69.5% |
| 3Y | +245.1% | +11.5% | +233.6% | +234.1% |
| 5Y | +154.0% | -39.5% | +193.4% | +159.2% |
| All | +300.2% | +118.7% | +181.5% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling