+19.3%
NU vs TMF
-88.4%
+107.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +2.8% | -3.4% | +6.1% | +2.9% |
| 30D | -23.0% | +11.5% | -34.6% | -23.5% |
| 3M | -9.7% | -4.5% | -5.2% | -9.6% |
| 6M | -8.7% | -15.0% | +6.2% | -8.1% |
| YTD | -26.4% | -19.9% | -6.6% | -25.8% |
| 1Y | -24.8% | -26.6% | +1.7% | -24.0% |
| 3Y | +44.6% | -29.8% | +74.4% | +44.4% |
| All | +19.3% | -88.4% | +107.7% | +11.8% |
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