+156.7%
NEM vs TSLQ
-97.2%
+253.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -1.9% |
| 7D | -3.3% | +5.7% | -9.0% | -3.0% |
| 30D | +7.8% | -21.1% | +28.9% | +7.0% |
| 3M | +36.3% | -11.5% | +47.8% | +36.5% |
| 6M | +6.6% | -14.9% | +21.5% | +7.2% |
| YTD | +27.1% | +2.4% | +24.7% | +28.6% |
| 1Y | +62.3% | -49.8% | +112.1% | +62.7% |
| 3Y | +245.1% | -95.8% | +340.9% | +247.1% |
| All | +156.7% | -97.2% | +253.9% | +180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling