+41.5%
NU vs TSN
-25.9%
+67.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.8% |
| 7D | -4.9% | +3.0% | -7.9% | -5.4% |
| 30D | +7.8% | -4.2% | +12.0% | +8.6% |
| 3M | +20.9% | -3.9% | +24.8% | +21.6% |
| 6M | +0.9% | -9.8% | +10.7% | +2.4% |
| YTD | -12.7% | -7.3% | -5.4% | -11.9% |
| 1Y | -6.4% | -2.2% | -4.2% | -6.5% |
| 3Y | +98.1% | +11.9% | +86.2% | +87.1% |
| All | +41.5% | -25.9% | +67.4% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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