+55.2%
T vs NEM
+137.1%
-81.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.9% |
| 7D | +2.6% | +11.6% | -9.1% | +1.7% |
| 30D | -1.1% | +1.8% | -2.9% | -1.3% |
| 3M | -7.7% | +2.5% | -10.3% | -8.1% |
| 6M | -10.6% | +3.4% | -14.0% | -11.1% |
| YTD | -7.5% | +20.9% | -28.4% | -10.3% |
| 1Y | -7.4% | +37.2% | -44.6% | -11.8% |
| 3Y | +63.1% | +271.6% | -208.6% | +29.2% |
| 5Y | +55.2% | +136.6% | -81.5% | +21.1% |
| All | +55.2% | +137.1% | -81.9% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling