+158.7%
NEM vs TSLQ
-97.3%
+255.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.2% | -1.1% |
| 7D | +3.9% | -8.6% | +12.4% | +3.5% |
| 30D | +12.7% | -24.9% | +37.6% | +11.6% |
| 3M | +28.7% | -1.5% | +30.2% | +29.4% |
| 6M | +9.8% | -18.1% | +27.8% | +10.3% |
| YTD | +28.1% | -0.1% | +28.2% | +29.5% |
| 1Y | +69.3% | -51.4% | +120.7% | +69.6% |
| 3Y | +247.7% | -95.9% | +343.6% | +249.3% |
| All | +158.7% | -97.3% | +255.9% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling