+45.4%
NU vs TT
+131.0%
-85.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.8% |
| 7D | -4.2% | -1.0% | -3.2% | -3.6% |
| 30D | +10.0% | -8.9% | +18.9% | +17.3% |
| 3M | +29.3% | -1.8% | +31.1% | +29.5% |
| 6M | +0.9% | +1.9% | -1.0% | -2.5% |
| YTD | -10.3% | +13.8% | -24.1% | -20.9% |
| 1Y | -3.2% | +6.1% | -9.3% | -10.4% |
| 3Y | +120.6% | +119.6% | +1.0% | +1.5% |
| All | +45.4% | +131.0% | -85.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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