+48.8%
NU vs TT
+135.3%
-86.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.6% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | +6.1% | -7.2% | +13.3% | +11.7% |
| 3M | +26.8% | -3.0% | +29.8% | +28.1% |
| 6M | +2.5% | +1.4% | +1.1% | -0.6% |
| YTD | -8.2% | +15.9% | -24.1% | -20.0% |
| 1Y | +3.4% | +9.4% | -6.1% | -6.5% |
| 3Y | +116.2% | +124.4% | -8.2% | -2.1% |
| All | +48.8% | +135.3% | -86.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling