+72.7%
NEM vs TT
+10.3%
+62.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +23.1% | -7.4% | +30.5% | +27.7% |
| 3M | +18.5% | -3.2% | +21.7% | +19.7% |
| 6M | +7.8% | +1.1% | +6.7% | +6.4% |
| YTD | +29.1% | +15.6% | +13.5% | +27.1% |
| 1Y | +72.7% | +9.2% | +63.5% | +72.4% |
| All | +72.7% | +10.3% | +62.3% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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