+1,872.1%
T vs NEM
+487.7%
+1,384.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.9% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +11.4% | +23.1% | -11.7% | +10.1% |
| 3M | +14.3% | +18.5% | -4.2% | +13.1% |
| 6M | -9.3% | +7.8% | -17.0% | -9.9% |
| YTD | +7.1% | +29.1% | -22.0% | +5.0% |
| 1Y | -9.1% | +72.7% | -81.8% | -12.5% |
| 3Y | +105.3% | +248.7% | -143.4% | +88.6% |
| 5Y | +66.8% | +148.7% | -81.9% | +55.3% |
| 10Y | +66.8% | +304.8% | -238.0% | +50.2% |
| All | +1,872.1% | +487.7% | +1,384.4% | +1,647.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling