+28.0%
NU vs TT
+119.6%
-91.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.4% | +13.2% | +12.7% |
| 7D | +9.9% | +4.0% | +5.9% | +6.9% |
| 30D | -11.5% | -11.3% | -0.1% | -4.8% |
| 3M | -5.1% | -12.3% | +7.2% | +3.0% |
| 6M | +3.1% | -10.8% | +14.0% | +9.2% |
| YTD | -21.0% | +8.2% | -29.2% | -28.5% |
| 1Y | -15.2% | +1.5% | -16.7% | -19.4% |
| 3Y | +56.4% | +91.5% | -35.0% | -19.3% |
| All | +28.0% | +119.6% | -91.6% | -51.9% |
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