+407.3%
NEM vs TSN
+1,041.5%
-634.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.8% |
| 7D | -5.9% | -1.4% | -4.5% | -5.7% |
| 30D | -2.6% | +10.2% | -12.7% | -3.6% |
| 3M | -4.2% | +7.2% | -11.4% | -5.1% |
| 6M | -5.5% | -10.6% | +5.1% | -4.4% |
| YTD | +13.5% | +3.7% | +9.8% | +12.7% |
| 1Y | +22.2% | +13.5% | +8.7% | +20.1% |
| 3Y | +249.0% | +40.1% | +208.9% | +233.2% |
| 5Y | +120.1% | -14.5% | +134.5% | +121.0% |
| 10Y | +356.3% | +15.7% | +340.6% | +334.7% |
| All | +407.3% | +1,041.5% | -634.1% | +356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling