+3.4%
NU vs TNA
+70.0%
-66.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +6.1% | -4.9% | +11.1% | +8.0% |
| 3M | +26.8% | +0.4% | +26.4% | +25.8% |
| 6M | +2.5% | +32.5% | -30.1% | -9.2% |
| YTD | -8.2% | +53.7% | -61.9% | -22.4% |
| 1Y | +3.4% | +65.1% | -61.7% | -13.2% |
| All | +3.4% | +70.0% | -66.6% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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