+14,317.4%
NUE vs TAP
+825.0%
+13,492.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +4.2% | -2.3% | +6.5% | +4.9% |
| 30D | -5.0% | -2.1% | -2.8% | -4.6% |
| 3M | -0.2% | +6.6% | -6.8% | -2.3% |
| 6M | +49.1% | -11.5% | +60.6% | +53.1% |
| YTD | +61.0% | -10.3% | +71.3% | +64.3% |
| 1Y | +82.5% | -14.4% | +96.9% | +88.0% |
| 3Y | +57.9% | -28.3% | +86.2% | +68.8% |
| 5Y | +146.6% | +1.7% | +144.9% | +138.4% |
| 10Y | +561.6% | -49.2% | +610.8% | +631.9% |
| All | +14,317.4% | +825.0% | +13,492.4% | +9,123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling