+4,061.8%
NUE vs TDY
+7,056.0%
-2,994.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.1% |
| 7D | -0.6% | -1.1% | +0.5% | -0.2% |
| 30D | -4.6% | -12.0% | +7.5% | -0.1% |
| 3M | -0.3% | -3.2% | +2.9% | +0.7% |
| 6M | +51.9% | -7.9% | +59.8% | +56.0% |
| YTD | +60.0% | +18.2% | +41.8% | +50.3% |
| 1Y | +82.9% | +6.7% | +76.2% | +77.8% |
| 3Y | +66.0% | +47.5% | +18.4% | +43.6% |
| 5Y | +149.0% | +39.5% | +109.4% | +119.6% |
| 10Y | +588.3% | +477.2% | +111.2% | +286.7% |
| All | +4,061.8% | +7,056.0% | -2,994.2% | +1,496.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling