-20.8%
TLT vs NEM
+316.8%
-337.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -1.6% | -3.3% | +1.7% | -1.4% |
| 30D | -1.3% | +7.8% | -9.2% | -1.8% |
| 3M | -3.7% | +36.3% | -40.0% | -5.6% |
| 6M | -6.4% | +6.6% | -12.9% | -7.0% |
| YTD | -4.5% | +27.1% | -31.6% | -6.3% |
| 1Y | -5.9% | +62.3% | -68.2% | -9.4% |
| 3Y | -2.8% | +245.1% | -247.9% | -12.1% |
| 5Y | -35.1% | +154.0% | -189.1% | -40.5% |
| All | -20.8% | +316.8% | -337.6% | -31.3% |
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