+63.1%
T vs NEM
+277.0%
-214.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.7% |
| 7D | +2.6% | +11.6% | -9.1% | +2.4% |
| 30D | -1.1% | +1.8% | -2.9% | -1.2% |
| 3M | -7.7% | +2.5% | -10.3% | -7.9% |
| 6M | -10.6% | +3.4% | -14.0% | -10.7% |
| YTD | -7.5% | +20.9% | -28.4% | -8.6% |
| 1Y | -7.4% | +37.2% | -44.6% | -9.3% |
| 3Y | +63.1% | +271.6% | -208.6% | +43.1% |
| All | +63.1% | +277.0% | -214.0% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling