+62.5%
T vs NEM
+361.4%
-298.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | 0.0% |
| 7D | +1.6% | -5.9% | +7.6% | +2.1% |
| 30D | -2.9% | -2.6% | -0.4% | -2.8% |
| 3M | -7.5% | -4.2% | -3.3% | -7.4% |
| 6M | -9.9% | -5.5% | -4.4% | -9.9% |
| YTD | -6.4% | +13.5% | -20.0% | -8.7% |
| 1Y | -9.4% | +22.2% | -31.6% | -12.3% |
| 3Y | +64.9% | +249.0% | -184.1% | +38.7% |
| 5Y | +57.0% | +120.1% | -63.1% | +37.2% |
| All | +62.5% | +361.4% | -298.9% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling