-10.9%
NU vs TLN
+2.2%
-13.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.4% |
| 7D | +0.8% | +22.3% | -21.5% | -3.3% |
| 30D | -24.1% | +1.2% | -25.3% | -24.1% |
| 3M | -12.8% | +5.9% | -18.7% | -14.8% |
| 6M | -10.9% | +3.2% | -14.1% | -14.8% |
| All | -10.9% | +2.2% | -13.0% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling