+4,409.4%
NUE vs TD
+7,715.7%
-3,306.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.3% |
| 7D | -2.3% | -1.9% | -0.4% | -1.1% |
| 30D | -6.1% | -1.6% | -4.5% | -5.1% |
| 3M | +1.7% | +4.6% | -3.0% | -1.2% |
| 6M | +53.1% | +26.8% | +26.3% | +32.0% |
| YTD | +59.0% | +28.3% | +30.7% | +36.1% |
| 1Y | +85.3% | +60.4% | +24.9% | +38.1% |
| 3Y | +63.2% | +125.7% | -62.5% | -2.5% |
| 5Y | +146.8% | +122.4% | +24.4% | +49.0% |
| 10Y | +584.3% | +297.1% | +287.2% | +198.3% |
| All | +4,409.4% | +7,715.7% | -3,306.2% | +734.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling