+3.4%
NU vs TFC
+15.4%
-12.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +7.5% | +2.4% | +5.1% | +6.3% |
| 30D | +6.1% | -1.3% | +7.4% | +6.7% |
| 3M | +26.8% | +6.1% | +20.8% | +22.9% |
| 6M | +2.5% | +7.3% | -4.9% | -2.3% |
| YTD | -8.2% | +8.2% | -16.4% | -12.9% |
| 1Y | +3.4% | +14.4% | -11.1% | -9.1% |
| All | +3.4% | +15.4% | -12.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling