+3.4%
NU vs TLN
-17.2%
+20.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.7% | -2.7% |
| 7D | +7.5% | +7.1% | +0.4% | +6.0% |
| 30D | +6.1% | -3.9% | +10.0% | +6.8% |
| 3M | +26.8% | -16.2% | +43.0% | +30.0% |
| 6M | +2.5% | -5.8% | +8.3% | +1.8% |
| YTD | -8.2% | -15.4% | +7.2% | -7.8% |
| 1Y | +3.4% | -16.7% | +20.0% | +5.4% |
| All | +3.4% | -17.2% | +20.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling