+125.1%
NU vs TPR
+292.6%
-167.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | +0.7% |
| 7D | +6.0% | -3.4% | +9.4% | +7.0% |
| 30D | +10.8% | -27.3% | +38.1% | +20.0% |
| 3M | +32.2% | -16.2% | +48.4% | +37.0% |
| 6M | +5.1% | -17.9% | +23.0% | +9.2% |
| YTD | -8.4% | -7.1% | -1.3% | -8.5% |
| 1Y | +0.7% | +13.6% | -12.9% | -5.7% |
| 3Y | +125.1% | +293.7% | -168.6% | +57.2% |
| All | +125.1% | +292.6% | -167.5% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling