+87.8%
NUE vs TD
+61.0%
+26.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.8% | -3.5% |
| 7D | -1.4% | +1.4% | -2.8% | -2.2% |
| 30D | +6.6% | +10.2% | -3.7% | +0.9% |
| 3M | -2.0% | +8.1% | -10.1% | -6.2% |
| 6M | +19.2% | +22.3% | -3.1% | +5.7% |
| YTD | +65.6% | +39.0% | +26.6% | +35.1% |
| 1Y | +87.8% | +62.6% | +25.2% | +44.4% |
| All | +87.8% | +61.0% | +26.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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