+48.4%
NU vs TT
+134.3%
-85.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | 0.0% |
| 7D | +6.0% | +1.6% | +4.4% | +4.9% |
| 30D | +10.8% | -7.3% | +18.1% | +16.7% |
| 3M | +32.2% | -2.6% | +34.7% | +33.1% |
| 6M | +5.1% | +5.9% | -0.7% | -1.2% |
| YTD | -8.4% | +15.4% | -23.8% | -20.0% |
| 1Y | +0.7% | +8.2% | -7.5% | -8.2% |
| 3Y | +125.1% | +122.7% | +2.5% | +2.6% |
| All | +48.4% | +134.3% | -85.9% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling