-9.1%
T vs NEM
+73.9%
-83.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -2.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.2% |
| 30D | +11.4% | +23.1% | -11.7% | +13.2% |
| 3M | +14.3% | +18.5% | -4.2% | +16.1% |
| 6M | -9.3% | +7.8% | -17.0% | -8.3% |
| YTD | +7.1% | +29.1% | -22.0% | +9.8% |
| 1Y | -9.1% | +72.7% | -81.8% | -5.5% |
| All | -9.1% | +73.9% | -83.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling