+154.0%
NEM vs TRU
-36.7%
+190.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.3% | -9.4% | +6.1% | -1.9% |
| 30D | +7.8% | -4.1% | +12.0% | +8.5% |
| 3M | +36.3% | +13.6% | +22.7% | +33.1% |
| 6M | +6.6% | +3.6% | +3.0% | +5.3% |
| YTD | +27.1% | -9.8% | +37.0% | +27.8% |
| 1Y | +62.3% | -13.6% | +76.0% | +63.8% |
| 3Y | +245.1% | -2.0% | +247.0% | +229.5% |
| 5Y | +154.0% | -35.8% | +189.8% | +106.8% |
| All | +154.0% | -36.7% | +190.7% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling