+72.7%
NEM vs TTMI
+171.3%
-98.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.8% | -10.6% | -3.5% |
| 7D | +0.3% | +5.9% | -5.6% | -0.9% |
| 30D | +23.1% | -4.3% | +27.4% | +23.6% |
| 3M | +18.5% | -32.0% | +50.5% | +26.2% |
| 6M | +7.8% | +19.5% | -11.7% | +0.5% |
| YTD | +29.1% | +82.0% | -52.9% | +8.8% |
| 1Y | +72.7% | +172.6% | -100.0% | +33.4% |
| All | +72.7% | +171.3% | -98.6% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling