+292.7%
NU vs TSLQ
-97.3%
+389.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.1% |
| 7D | -2.6% | -8.0% | +5.4% | -3.5% |
| 30D | +8.2% | -23.8% | +32.0% | +4.9% |
| 3M | +26.3% | -7.0% | +33.3% | +28.1% |
| 6M | +2.2% | -17.1% | +19.4% | +3.4% |
| YTD | -10.4% | +0.1% | -10.4% | -6.1% |
| 1Y | -3.0% | -51.2% | +48.2% | -6.2% |
| 3Y | +120.3% | -95.9% | +216.2% | +82.1% |
| All | +292.7% | -97.3% | +389.9% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling