+41.5%
NU vs TFC
+7.2%
+34.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -4.9% | -2.4% | -2.5% | -3.8% |
| 30D | +7.8% | -3.4% | +11.2% | +9.6% |
| 3M | +20.9% | +0.4% | +20.5% | +20.3% |
| 6M | +0.9% | +12.7% | -11.8% | -4.9% |
| YTD | -12.7% | +5.6% | -18.2% | -15.4% |
| 1Y | -6.4% | +16.0% | -22.4% | -13.4% |
| 3Y | +98.1% | +94.0% | +4.1% | +43.5% |
| All | +41.5% | +7.2% | +34.3% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling