+60.7%
NEM vs TSEM
+212.9%
-152.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.3% |
| 7D | -1.0% | -4.9% | +3.9% | -0.3% |
| 30D | +7.8% | -18.7% | +26.6% | +11.0% |
| 3M | +30.2% | -18.1% | +48.3% | +31.9% |
| 6M | +9.6% | +77.1% | -67.5% | -4.8% |
| YTD | +27.8% | +80.1% | -52.3% | +8.4% |
| 1Y | +60.7% | +220.4% | -159.7% | +14.4% |
| All | +60.7% | +212.9% | -152.2% | +14.4% |
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