-24.1%
NU vs TSLQ
-17.8%
-6.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.4% | -3.2% | +4.1% |
| 7D | +0.2% | +9.8% | -9.7% | +1.4% |
| 30D | -21.0% | -6.0% | -15.0% | -21.6% |
| 3M | -16.3% | -35.0% | +18.7% | -20.0% |
| 6M | -15.3% | -24.9% | +9.6% | -16.5% |
| YTD | -28.4% | -12.7% | -15.7% | -27.0% |
| 1Y | -24.1% | -21.0% | -3.1% | -23.1% |
| All | -24.1% | -17.8% | -6.3% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling