+291.3%
NEM vs TT
+899.5%
-608.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.9% | +1.6% | +2.3% | +3.5% |
| 30D | +12.7% | -7.3% | +20.0% | +14.6% |
| 3M | +28.7% | -2.6% | +31.2% | +29.3% |
| 6M | +9.8% | +5.9% | +3.9% | +8.5% |
| YTD | +28.1% | +15.4% | +12.7% | +24.6% |
| 1Y | +69.3% | +8.2% | +61.1% | +66.7% |
| 3Y | +247.7% | +122.7% | +125.0% | +197.8% |
| 5Y | +153.4% | +145.0% | +8.4% | +111.3% |
| 10Y | +291.3% | +893.7% | -602.5% | +136.2% |
| All | +291.3% | +899.5% | -608.2% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling