+98.1%
NU vs TSLQ
-95.6%
+193.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.8% |
| 7D | -4.9% | -6.6% | +1.7% | -5.6% |
| 30D | +7.8% | -24.3% | +32.1% | +5.1% |
| 3M | +20.9% | -3.6% | +24.5% | +22.7% |
| 6M | +0.9% | -12.0% | +12.9% | +2.6% |
| YTD | -12.7% | +1.4% | -14.0% | -9.3% |
| 1Y | -6.4% | -43.6% | +37.2% | -7.1% |
| 3Y | +98.1% | -95.4% | +193.5% | +85.0% |
| All | +98.1% | -95.6% | +193.7% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling