+82.5%
NUE vs TAP
-14.5%
+97.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +4.2% | -2.3% | +6.5% | +4.3% |
| 30D | -5.0% | -2.1% | -2.8% | -4.9% |
| 3M | -0.2% | +6.6% | -6.8% | -0.7% |
| 6M | +49.1% | -11.5% | +60.6% | +50.7% |
| YTD | +61.0% | -10.3% | +71.3% | +63.4% |
| 1Y | +82.5% | -14.4% | +96.9% | +86.7% |
| All | +82.5% | -14.5% | +97.0% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling