+155.1%
NEM vs TTMI
+830.4%
-675.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | 0.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | +7.8% | -8.4% | +16.3% | +9.1% |
| 3M | +30.2% | -32.5% | +62.7% | +37.4% |
| 6M | +9.6% | +32.5% | -22.9% | +2.0% |
| YTD | +27.8% | +83.2% | -55.4% | +11.6% |
| 1Y | +60.7% | +161.7% | -101.0% | +31.6% |
| 3Y | +245.3% | +890.1% | -644.8% | +111.6% |
| All | +155.1% | +830.4% | -675.3% | +52.6% |
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