-24.1%
NU vs TMO
+26.9%
-51.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.0% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -21.0% | +4.3% | -25.4% | -22.0% |
| 3M | -16.3% | +25.1% | -41.5% | -22.5% |
| 6M | -15.3% | +52.9% | -68.2% | -28.2% |
| YTD | -28.4% | +22.2% | -50.6% | -33.1% |
| 1Y | -24.1% | +25.4% | -49.5% | -30.5% |
| All | -24.1% | +26.9% | -51.0% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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