+45.4%
NU vs TFC
+7.1%
+38.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -4.2% | -2.5% | -1.7% | -3.1% |
| 30D | +10.0% | -2.8% | +12.9% | +11.5% |
| 3M | +29.3% | +2.1% | +27.1% | +27.6% |
| 6M | +0.9% | +10.1% | -9.2% | -3.8% |
| YTD | -10.3% | +5.4% | -15.7% | -13.0% |
| 1Y | -3.2% | +16.3% | -19.5% | -10.5% |
| 3Y | +120.6% | +95.9% | +24.7% | +59.1% |
| All | +45.4% | +7.1% | +38.3% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling