+131.2%
TLT vs NEM
+690.1%
-558.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -0.6% | +23.1% | -23.6% | -1.0% |
| 3M | -2.7% | +18.5% | -21.2% | -3.1% |
| 6M | -5.6% | +7.8% | -13.4% | -5.9% |
| YTD | -2.8% | +29.1% | -31.9% | -3.4% |
| 1Y | -1.4% | +72.7% | -74.1% | -2.7% |
| 3Y | -1.6% | +248.7% | -250.3% | -4.5% |
| 5Y | -33.8% | +148.7% | -182.5% | -35.6% |
| 10Y | -21.1% | +304.8% | -325.9% | -23.7% |
| All | +131.2% | +690.1% | -558.9% | +119.0% |
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 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