+184.2%
NU vs TSLL
-53.8%
+238.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | +4.0% | -11.0% | +15.1% | +5.1% |
| 30D | -25.1% | -5.3% | -19.8% | -25.2% |
| 3M | -12.8% | +20.8% | -33.7% | -16.0% |
| 6M | -12.5% | -36.0% | +23.5% | -10.4% |
| YTD | -27.8% | -47.3% | +19.4% | -25.1% |
| 1Y | -24.6% | -48.4% | +23.8% | -21.9% |
| 3Y | +41.8% | -5.4% | +47.2% | +12.9% |
| All | +184.2% | -53.8% | +238.0% | +185.2% |
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