+72.7%
NEM vs TSN
-5.8%
+78.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.3% | -6.3% | +6.6% | +1.2% |
| 30D | +23.1% | -10.8% | +33.9% | +25.4% |
| 3M | +18.5% | -8.8% | +27.2% | +19.8% |
| 6M | +7.8% | -16.8% | +24.6% | +11.5% |
| YTD | +29.1% | -10.0% | +39.1% | +30.8% |
| 1Y | +72.7% | -5.3% | +77.9% | +69.5% |
| All | +72.7% | -5.8% | +78.5% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling