-1.1%
TLT vs NEM
+249.7%
-250.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.4% | +3.9% | -3.4% | +0.2% |
| 30D | -0.3% | +12.7% | -13.0% | -0.8% |
| 3M | -1.7% | +28.7% | -30.4% | -2.9% |
| 6M | -4.9% | +9.8% | -14.7% | -5.5% |
| YTD | -2.8% | +28.1% | -30.9% | -4.2% |
| 1Y | -4.2% | +69.3% | -73.6% | -7.2% |
| 3Y | -1.1% | +247.7% | -248.8% | -11.0% |
| All | -1.1% | +249.7% | -250.8% | -11.0% |
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