+154.0%
NEM vs TSEM
+610.6%
-456.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.5% |
| 7D | -3.3% | +0.9% | -4.2% | -3.4% |
| 30D | +7.8% | -16.6% | +24.5% | +10.0% |
| 3M | +36.3% | -10.9% | +47.2% | +36.4% |
| 6M | +6.6% | +78.0% | -71.5% | -2.2% |
| YTD | +27.1% | +77.2% | -50.1% | +16.5% |
| 1Y | +62.3% | +207.6% | -145.2% | +40.5% |
| 3Y | +245.1% | +637.8% | -392.8% | +177.7% |
| 5Y | +154.0% | +617.0% | -463.0% | +105.6% |
| All | +154.0% | +610.6% | -456.6% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling