+440.3%
NEM vs TT
+15,156.8%
-14,716.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.2% |
| 7D | +11.6% | +0.8% | +10.8% | +11.4% |
| 30D | +1.8% | -11.8% | +13.6% | +3.7% |
| 3M | +2.5% | -11.6% | +14.1% | +4.3% |
| 6M | +3.4% | -9.3% | +12.7% | +4.9% |
| YTD | +20.9% | +8.9% | +12.0% | +19.5% |
| 1Y | +37.2% | -2.2% | +39.4% | +37.6% |
| 3Y | +271.6% | +91.9% | +179.7% | +237.9% |
| 5Y | +136.6% | +136.0% | +0.6% | +107.2% |
| 10Y | +342.6% | +734.7% | -392.1% | +221.9% |
| All | +440.3% | +15,156.8% | -14,716.5% | +251.1% |
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