+146.8%
NUE vs TAP
-0.5%
+147.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -2.3% | -5.1% | +2.8% | -0.7% |
| 30D | -6.1% | -8.4% | +2.4% | -3.7% |
| 3M | +1.7% | -3.9% | +5.6% | +2.5% |
| 6M | +53.1% | -14.4% | +67.5% | +59.8% |
| YTD | +59.0% | -14.7% | +73.8% | +65.7% |
| 1Y | +85.3% | -18.7% | +104.0% | +95.8% |
| 3Y | +63.2% | -32.6% | +95.9% | +82.8% |
| 5Y | +146.8% | -1.4% | +148.2% | +118.6% |
| All | +146.8% | -0.5% | +147.3% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling