+154.0%
NEM vs TTMI
+798.2%
-644.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -3.3% | +6.0% | -9.3% | -4.4% |
| 30D | +7.8% | -6.4% | +14.3% | +8.6% |
| 3M | +36.3% | -28.9% | +65.2% | +42.4% |
| 6M | +6.6% | +26.9% | -20.3% | -0.1% |
| YTD | +27.1% | +77.3% | -50.2% | +11.6% |
| 1Y | +62.3% | +147.5% | -85.2% | +34.2% |
| 3Y | +245.1% | +847.6% | -602.6% | +113.2% |
| 5Y | +154.0% | +802.2% | -648.2% | +52.7% |
| All | +154.0% | +798.2% | -644.2% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling