+243.5%
NEM vs TW
+20.3%
+223.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -3.3% | -2.7% | -0.6% | -3.1% |
| 30D | +7.8% | -1.7% | +9.6% | +7.9% |
| 3M | +36.3% | +1.6% | +34.7% | +35.7% |
| 6M | +6.6% | -17.7% | +24.2% | +9.0% |
| YTD | +27.1% | -4.3% | +31.5% | +26.5% |
| 1Y | +62.3% | -13.1% | +75.4% | +65.3% |
| All | +243.5% | +20.3% | +223.2% | +241.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling