+250.5%
NEM vs TSEM
+663.1%
-412.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +3.1% | +4.7% | -1.7% | +2.3% |
| 30D | +10.0% | -14.2% | +24.2% | +12.3% |
| 3M | +30.9% | -5.0% | +35.9% | +29.7% |
| 6M | +10.5% | +87.6% | -77.0% | -3.2% |
| YTD | +29.7% | +84.4% | -54.7% | +13.3% |
| 1Y | +71.1% | +235.4% | -164.3% | +35.1% |
| All | +250.5% | +663.1% | -412.6% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling