+66.0%
NUE vs TDY
+46.9%
+19.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +0.9% |
| 7D | -0.6% | -1.1% | +0.5% | -0.1% |
| 30D | -4.6% | -12.0% | +7.5% | +1.9% |
| 3M | -0.3% | -3.2% | +2.9% | +1.2% |
| 6M | +51.9% | -7.9% | +59.8% | +57.7% |
| YTD | +60.0% | +18.2% | +41.8% | +45.3% |
| 1Y | +82.9% | +6.7% | +76.2% | +75.0% |
| 3Y | +66.0% | +47.5% | +18.4% | +34.8% |
| All | +66.0% | +46.9% | +19.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling