+282.7%
NU vs TSLQ
-97.2%
+379.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.8% |
| 7D | -4.9% | -6.6% | +1.7% | -5.8% |
| 30D | +7.8% | -24.3% | +32.1% | +4.4% |
| 3M | +20.9% | -3.6% | +24.5% | +23.1% |
| 6M | +0.9% | -12.0% | +12.9% | +3.0% |
| YTD | -12.7% | +1.4% | -14.0% | -8.3% |
| 1Y | -6.4% | -43.6% | +37.2% | -7.7% |
| 3Y | +98.1% | -95.4% | +193.5% | +70.1% |
| All | +282.7% | -97.2% | +379.9% | +222.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling