+3,615.1%
NUE vs TCOM
+2,569.4%
+1,045.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.3% |
| 7D | -2.3% | -10.2% | +7.9% | 0.0% |
| 30D | -6.1% | -16.8% | +10.7% | -2.3% |
| 3M | +1.7% | -16.7% | +18.3% | +5.2% |
| 6M | +53.1% | -27.1% | +80.2% | +63.1% |
| YTD | +59.0% | -45.5% | +104.6% | +79.6% |
| 1Y | +85.3% | -45.9% | +131.2% | +109.3% |
| 3Y | +63.2% | +9.8% | +53.5% | +49.9% |
| 5Y | +146.8% | +23.8% | +123.0% | +103.9% |
| 10Y | +584.3% | -10.8% | +595.1% | +471.9% |
| All | +3,615.1% | +2,569.4% | +1,045.7% | +1,228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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