+56.4%
NU vs TFC
+97.5%
-41.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.2% | +10.5% | +11.1% |
| 7D | +9.9% | +2.3% | +7.6% | +8.8% |
| 30D | -11.5% | +10.8% | -22.3% | -15.9% |
| 3M | -5.1% | -3.8% | -1.3% | -3.3% |
| 6M | +3.1% | +9.6% | -6.5% | -2.0% |
| YTD | -21.0% | +5.8% | -26.8% | -23.9% |
| 1Y | -15.2% | +16.2% | -31.4% | -22.0% |
| 3Y | +56.4% | +96.0% | -39.5% | +17.8% |
| All | +56.4% | +97.5% | -41.1% | +17.8% |
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