+1,077.0%
TER vs NEM
+341.0%
+736.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.7% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | -30.8% | +1.1% | -31.9% | -31.2% |
| 3M | -29.9% | +1.3% | -31.2% | -30.6% |
| 6M | -27.5% | -1.4% | -26.1% | -27.8% |
| YTD | +37.5% | +19.4% | +18.1% | +30.8% |
| 1Y | +50.3% | +32.9% | +17.3% | +39.5% |
| 3Y | +204.9% | +267.0% | -62.1% | +123.1% |
| 5Y | +89.2% | +131.0% | -41.8% | +46.5% |
| 10Y | +1,077.0% | +379.9% | +697.0% | +722.6% |
| All | +1,077.0% | +341.0% | +736.0% | +722.6% |
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