+158.1%
NEM vs TSLQ
-97.2%
+255.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.5% |
| 7D | -1.0% | -6.6% | +5.6% | -1.3% |
| 30D | +7.8% | -24.3% | +32.1% | +6.8% |
| 3M | +30.2% | -3.6% | +33.8% | +30.8% |
| 6M | +9.6% | -12.0% | +21.6% | +10.4% |
| YTD | +27.8% | +1.4% | +26.4% | +29.3% |
| 1Y | +60.7% | -43.6% | +104.3% | +61.3% |
| 3Y | +245.3% | -95.4% | +340.7% | +247.4% |
| All | +158.1% | -97.2% | +255.3% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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