-6.4%
T vs NEM
+50.9%
-57.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.9% | -7.8% | +2.5% |
| 7D | +5.5% | +3.7% | +1.8% | +5.6% |
| 30D | -8.9% | +2.0% | -10.9% | -8.9% |
| 3M | -5.6% | +21.1% | -26.7% | -4.4% |
| 6M | -14.3% | +9.5% | -23.8% | -13.4% |
| YTD | -7.9% | +19.1% | -27.0% | -7.4% |
| 1Y | -6.4% | +51.1% | -57.5% | -5.8% |
| All | -6.4% | +50.9% | -57.3% | -5.8% |
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