+190.8%
NU vs TSLL
-54.2%
+245.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.9% | -8.2% | +1.4% |
| 7D | +6.4% | -14.3% | +20.7% | +8.0% |
| 30D | -23.3% | -6.2% | -17.2% | -23.4% |
| 3M | -10.7% | +21.2% | -31.9% | -14.0% |
| 6M | -10.4% | -36.6% | +26.1% | -8.2% |
| YTD | -26.2% | -47.8% | +21.6% | -23.2% |
| 1Y | -22.1% | -45.2% | +23.1% | -20.0% |
| 3Y | +49.6% | -3.3% | +52.9% | +18.4% |
| All | +190.8% | -54.2% | +245.0% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling