+253.8%
NEM vs TT
+124.8%
+129.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +23.1% | -7.2% | +30.2% | +26.1% |
| 3M | +18.5% | -3.0% | +21.5% | +19.5% |
| 6M | +7.8% | +1.4% | +6.4% | +7.3% |
| YTD | +29.1% | +15.9% | +13.2% | +24.7% |
| 1Y | +72.7% | +9.4% | +63.2% | +69.0% |
| All | +253.8% | +124.8% | +129.0% | +210.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling