+243.5%
NEM vs TTMI
+844.7%
-601.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -3.3% | +6.0% | -9.3% | -4.3% |
| 30D | +7.8% | -6.4% | +14.3% | +8.6% |
| 3M | +36.3% | -28.9% | +65.2% | +41.9% |
| 6M | +6.6% | +26.9% | -20.3% | +0.9% |
| YTD | +27.1% | +77.3% | -50.2% | +14.1% |
| 1Y | +62.3% | +147.5% | -85.2% | +39.7% |
| All | +243.5% | +844.7% | -601.2% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling