+498.5%
NEM vs TRMB
+3,381.2%
-2,882.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.7% |
| 7D | +0.3% | -2.5% | +2.8% | +0.5% |
| 30D | +23.1% | +1.5% | +21.6% | +23.0% |
| 3M | +18.5% | +6.8% | +11.7% | +17.9% |
| 6M | +7.8% | -14.9% | +22.7% | +8.7% |
| YTD | +29.1% | -24.1% | +53.2% | +31.0% |
| 1Y | +72.7% | -25.4% | +98.1% | +75.4% |
| 3Y | +248.7% | +8.0% | +240.7% | +244.9% |
| 5Y | +148.7% | -37.3% | +186.0% | +152.0% |
| 10Y | +304.8% | +116.8% | +188.0% | +279.9% |
| All | +498.5% | +3,381.2% | -2,882.7% | +367.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling