+582.8%
NEM vs TRU
+228.6%
+354.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.3% |
| 7D | +3.9% | -7.2% | +11.0% | +5.1% |
| 30D | +12.7% | -2.8% | +15.5% | +13.2% |
| 3M | +28.7% | +13.0% | +15.6% | +25.7% |
| 6M | +9.8% | +0.7% | +9.1% | +8.9% |
| YTD | +28.1% | -9.0% | +37.1% | +28.6% |
| 1Y | +69.3% | -16.3% | +85.7% | +71.8% |
| 3Y | +247.7% | -1.1% | +248.7% | +233.4% |
| 5Y | +153.4% | -36.0% | +189.4% | +152.4% |
| 10Y | +291.3% | +139.9% | +151.4% | +217.5% |
| All | +582.8% | +228.6% | +354.3% | +436.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling