+45.2%
NU vs TMF
-88.1%
+133.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -2.6% | -0.9% | -1.7% | -2.6% |
| 30D | +8.2% | -1.0% | +9.2% | +8.3% |
| 3M | +26.3% | -11.3% | +37.5% | +26.9% |
| 6M | +2.2% | -22.7% | +25.0% | +3.2% |
| YTD | -10.4% | -17.3% | +7.0% | -9.8% |
| 1Y | -3.0% | -22.5% | +19.5% | -2.2% |
| 3Y | +120.3% | -43.2% | +163.5% | +122.0% |
| All | +45.2% | -88.1% | +133.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling