+302.3%
NEM vs TRU
+147.2%
+155.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.4% |
| 7D | -1.0% | -2.7% | +1.7% | -0.6% |
| 30D | +7.8% | -2.0% | +9.9% | +8.2% |
| 3M | +30.2% | +18.4% | +11.8% | +26.1% |
| 6M | +9.6% | +8.9% | +0.7% | +7.4% |
| YTD | +27.8% | -8.9% | +36.8% | +28.3% |
| 1Y | +60.7% | -15.9% | +76.6% | +63.0% |
| 3Y | +245.3% | -1.1% | +246.4% | +230.3% |
| 5Y | +155.3% | -35.2% | +190.5% | +153.8% |
| All | +302.3% | +147.2% | +155.2% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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