+332.2%
NEM vs TW
+206.7%
+125.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -1.0% | -4.5% | +3.5% | -0.2% |
| 30D | +7.8% | -2.3% | +10.1% | +8.2% |
| 3M | +30.2% | +2.6% | +27.6% | +29.0% |
| 6M | +9.6% | -17.5% | +27.2% | +12.9% |
| YTD | +27.8% | -5.3% | +33.1% | +27.3% |
| 1Y | +60.7% | -14.8% | +75.5% | +63.7% |
| 3Y | +245.3% | +18.8% | +226.5% | +225.5% |
| 5Y | +155.3% | +20.7% | +134.6% | +134.1% |
| All | +332.2% | +206.7% | +125.5% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling