-3.2%
NU vs TLN
-23.2%
+20.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.7% |
| 7D | -4.2% | +2.0% | -6.2% | -4.6% |
| 30D | +10.0% | -12.9% | +23.0% | +13.0% |
| 3M | +29.3% | -7.4% | +36.7% | +29.6% |
| 6M | +0.9% | -6.0% | +7.0% | +0.3% |
| YTD | -10.3% | -16.9% | +6.6% | -9.6% |
| 1Y | -3.2% | -22.6% | +19.5% | -2.2% |
| All | -3.2% | -23.2% | +20.0% | -2.2% |
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