+41.5%
NU vs TTMI
+792.9%
-751.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.0% | -3.5% |
| 7D | -4.9% | +0.7% | -5.5% | -5.1% |
| 30D | +7.8% | -8.4% | +16.3% | +9.5% |
| 3M | +20.9% | -32.5% | +53.4% | +29.8% |
| 6M | +0.9% | +32.5% | -31.6% | -13.4% |
| YTD | -12.7% | +83.2% | -95.9% | -33.8% |
| 1Y | -6.4% | +161.7% | -168.1% | -39.0% |
| 3Y | +98.1% | +890.1% | -792.0% | -28.3% |
| All | +41.5% | +792.9% | -751.4% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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