+119.9%
NU vs TLN
+602.5%
-482.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -0.9% |
| 7D | +6.0% | +10.9% | -4.9% | +3.6% |
| 30D | +10.8% | -6.3% | +17.1% | +12.2% |
| 3M | +32.2% | -10.7% | +42.8% | +34.2% |
| 6M | +5.1% | +1.6% | +3.5% | +3.1% |
| YTD | -8.4% | -13.1% | +4.7% | -7.8% |
| 1Y | +0.7% | -15.1% | +15.8% | +1.4% |
| 3Y | +125.1% | +495.0% | -369.9% | +38.3% |
| All | +119.9% | +602.5% | -482.5% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling