+344.1%
NEM vs TSN
+14.5%
+329.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | -6.4% | -1.4% | -5.0% | -6.2% |
| 30D | +1.4% | +8.5% | -7.1% | -0.1% |
| 3M | -0.7% | +5.3% | -6.0% | -1.7% |
| 6M | -4.5% | -10.5% | +6.0% | -2.8% |
| YTD | +14.0% | +3.0% | +11.1% | +12.9% |
| 1Y | +27.3% | +12.1% | +15.2% | +24.1% |
| 3Y | +250.5% | +43.1% | +207.4% | +223.8% |
| 5Y | +121.1% | -15.1% | +136.2% | +121.7% |
| All | +344.1% | +14.5% | +329.6% | +309.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling