+476.9%
NEM vs TSN
+890.5%
-413.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.3% | -6.3% | +6.6% | +1.0% |
| 30D | +23.1% | -10.8% | +33.9% | +24.6% |
| 3M | +18.5% | -8.8% | +27.2% | +19.5% |
| 6M | +7.8% | -16.8% | +24.6% | +9.8% |
| YTD | +29.1% | -10.0% | +39.1% | +30.4% |
| 1Y | +72.7% | -5.3% | +77.9% | +73.2% |
| 3Y | +248.7% | +8.5% | +240.2% | +242.9% |
| 5Y | +148.7% | -22.9% | +171.6% | +152.9% |
| 10Y | +304.8% | -12.6% | +317.4% | +297.5% |
| All | +476.9% | +890.5% | -413.5% | +427.6% |
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 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