+385.7%
NEM vs TSEM
+10.0%
+375.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.7% |
| 7D | +3.9% | +10.4% | -6.6% | +3.4% |
| 30D | +12.7% | -12.9% | +25.7% | +13.3% |
| 3M | +28.7% | -9.2% | +37.8% | +28.7% |
| 6M | +9.8% | +98.8% | -89.0% | +5.8% |
| YTD | +28.1% | +87.2% | -59.1% | +23.7% |
| 1Y | +69.3% | +239.0% | -169.6% | +59.6% |
| 3Y | +247.7% | +679.5% | -431.8% | +215.9% |
| 5Y | +153.4% | +667.3% | -513.9% | +129.3% |
| 10Y | +291.3% | +1,301.0% | -1,009.7% | +243.2% |
| All | +385.7% | +10.0% | +375.6% | +285.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling