+48.8%
NU vs TPR
+219.0%
-170.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +7.5% | -2.3% | +9.8% | +8.6% |
| 30D | +6.1% | -23.0% | +29.1% | +17.9% |
| 3M | +26.8% | -12.5% | +39.3% | +32.1% |
| 6M | +2.5% | -21.4% | +23.9% | +11.5% |
| YTD | -8.2% | -3.5% | -4.7% | -10.3% |
| 1Y | +3.4% | +17.4% | -14.0% | -9.5% |
| 3Y | +116.2% | +291.3% | -175.1% | -12.4% |
| All | +48.8% | +219.0% | -170.2% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling