+72.7%
NEM vs TSEM
+259.4%
-186.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.6% | -2.9% |
| 7D | +0.3% | +6.9% | -6.6% | -0.7% |
| 30D | +23.1% | +5.3% | +17.8% | +21.9% |
| 3M | +18.5% | -14.9% | +33.4% | +19.3% |
| 6M | +7.8% | +80.0% | -72.2% | -6.4% |
| YTD | +29.1% | +89.4% | -60.2% | +8.8% |
| 1Y | +72.7% | +253.1% | -180.4% | +24.3% |
| All | +72.7% | +259.4% | -186.7% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling