+153.1%
NEM vs TT
+139.1%
+14.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.2% |
| 7D | +14.7% | +1.7% | +13.0% | +14.1% |
| 30D | +6.2% | -11.8% | +18.0% | +9.8% |
| 3M | +11.0% | -12.6% | +23.6% | +14.9% |
| 6M | +7.9% | -9.4% | +17.3% | +10.6% |
| YTD | +26.2% | +8.8% | +17.3% | +24.5% |
| 1Y | +51.5% | -2.5% | +54.0% | +52.9% |
| 3Y | +290.6% | +95.7% | +194.9% | +248.0% |
| 5Y | +153.1% | +135.7% | +17.3% | +114.5% |
| All | +153.1% | +139.1% | +14.0% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling