+41.5%
NU vs TDY
+39.6%
+2.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.6% |
| 7D | -4.9% | -1.1% | -3.8% | -4.1% |
| 30D | +7.8% | -12.0% | +19.9% | +18.4% |
| 3M | +20.9% | -3.2% | +24.1% | +23.1% |
| 6M | +0.9% | -7.9% | +8.8% | +6.1% |
| YTD | -12.7% | +18.2% | -30.9% | -25.5% |
| 1Y | -6.4% | +6.7% | -13.1% | -13.6% |
| 3Y | +98.1% | +47.5% | +50.6% | +33.2% |
| All | +41.5% | +39.6% | +2.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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