+48.4%
NU vs TPR
+207.1%
-158.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | +1.4% |
| 7D | +6.0% | -3.4% | +9.4% | +7.6% |
| 30D | +10.8% | -27.3% | +38.1% | +26.3% |
| 3M | +32.2% | -16.2% | +48.4% | +40.4% |
| 6M | +5.1% | -17.9% | +23.0% | +11.9% |
| YTD | -8.4% | -7.1% | -1.3% | -9.1% |
| 1Y | +0.7% | +13.6% | -12.9% | -10.6% |
| 3Y | +125.1% | +293.7% | -168.6% | -10.1% |
| All | +48.4% | +207.1% | -158.7% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling