+48.8%
NU vs TFC
+9.9%
+38.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +26.8% | +6.1% | +20.8% | +23.0% |
| 6M | +2.5% | +7.3% | -4.9% | -1.3% |
| YTD | -8.2% | +8.2% | -16.4% | -12.0% |
| 1Y | +3.4% | +14.4% | -11.1% | -3.8% |
| 3Y | +116.2% | +93.7% | +22.5% | +56.7% |
| All | +48.8% | +9.9% | +38.9% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling