+463.7%
NEM vs TT
+15,147.4%
-14,683.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.8% |
| 7D | +14.7% | +1.7% | +13.0% | +14.4% |
| 30D | +6.2% | -11.8% | +18.0% | +8.2% |
| 3M | +11.0% | -12.6% | +23.6% | +13.2% |
| 6M | +7.9% | -9.4% | +17.3% | +9.4% |
| YTD | +26.2% | +8.8% | +17.3% | +24.7% |
| 1Y | +51.5% | -2.5% | +54.0% | +52.0% |
| 3Y | +290.6% | +95.7% | +194.9% | +254.3% |
| 5Y | +153.1% | +135.7% | +17.3% | +121.7% |
| 10Y | +332.4% | +750.6% | -418.2% | +213.7% |
| All | +463.7% | +15,147.4% | -14,683.7% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling