+344.1%
NEM vs TSEM
+805.6%
-461.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +1.2% |
| 7D | -6.4% | +7.0% | -13.4% | -7.2% |
| 30D | +1.4% | -29.8% | +31.2% | +4.9% |
| 3M | -0.7% | -41.9% | +41.2% | +4.5% |
| 6M | -4.5% | -45.8% | +41.3% | +0.1% |
| YTD | +14.0% | +25.1% | -11.1% | +7.9% |
| 1Y | +27.3% | +48.2% | -21.0% | +18.2% |
| 3Y | +250.5% | +476.5% | -226.0% | +182.8% |
| 5Y | +121.1% | +301.4% | -180.4% | +82.4% |
| All | +344.1% | +805.6% | -461.5% | +223.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling