-5.5%
NEM vs TSN
-10.6%
+5.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.9% |
| 7D | -5.9% | -1.4% | -4.5% | -5.9% |
| 30D | -2.6% | +10.2% | -12.7% | -1.8% |
| 3M | -4.2% | +7.2% | -11.4% | -3.7% |
| 6M | -5.5% | -10.6% | +5.1% | -10.6% |
| All | -5.5% | -10.6% | +5.1% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling