+103.3%
NU vs TFC
+91.9%
+11.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -2.6% | -1.3% | -1.3% | -2.0% |
| 30D | +8.2% | -2.3% | +10.6% | +9.4% |
| 3M | +26.3% | +2.5% | +23.8% | +24.4% |
| 6M | +2.2% | +9.5% | -7.2% | -2.4% |
| YTD | -10.4% | +5.1% | -15.5% | -13.1% |
| 1Y | -3.0% | +15.5% | -18.4% | -10.1% |
| All | +103.3% | +91.9% | +11.4% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling