+62.3%
NEM vs TSN
-2.3%
+64.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -3.3% | +1.4% | -4.6% | -3.5% |
| 30D | +7.8% | -6.2% | +14.0% | +8.9% |
| 3M | +36.3% | -5.7% | +41.9% | +36.9% |
| 6M | +6.6% | -11.4% | +17.9% | +8.1% |
| YTD | +27.1% | -8.2% | +35.3% | +28.3% |
| 1Y | +62.3% | -2.0% | +64.4% | +57.9% |
| All | +62.3% | -2.3% | +64.7% | +57.9% |
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