-24.1%
NU vs TPR
+20.9%
-45.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.3% | +2.6% |
| 7D | +0.2% | +12.6% | -12.5% | -2.0% |
| 30D | -21.0% | +7.1% | -28.2% | -22.1% |
| 3M | -16.3% | -19.4% | +3.0% | -13.1% |
| 6M | -15.3% | -9.7% | -5.6% | -15.4% |
| YTD | -28.4% | -1.0% | -27.4% | -28.7% |
| 1Y | -24.1% | +19.3% | -43.4% | -27.7% |
| All | -24.1% | +20.9% | -45.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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