+333.2%
NEM vs TW
+211.4%
+121.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | +3.9% | -3.5% | +7.3% | +4.5% |
| 30D | +12.7% | +0.5% | +12.2% | +12.6% |
| 3M | +28.7% | +4.9% | +23.7% | +26.9% |
| 6M | +9.8% | -17.1% | +26.9% | +13.0% |
| YTD | +28.1% | -3.9% | +32.0% | +27.3% |
| 1Y | +69.3% | -13.3% | +82.6% | +72.0% |
| 3Y | +247.7% | +20.9% | +226.8% | +226.7% |
| 5Y | +153.4% | +20.5% | +132.9% | +132.7% |
| All | +333.2% | +211.4% | +121.8% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling