+87.0%
NUE vs TLN
+710.8%
-623.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -3.1% |
| 7D | +2.8% | +11.0% | -8.3% | +1.4% |
| 30D | -2.1% | +4.9% | -7.0% | -2.8% |
| 3M | -7.3% | +4.9% | -12.2% | -8.3% |
| 6M | +8.9% | +7.1% | +1.8% | +6.9% |
| YTD | +55.6% | +0.3% | +55.3% | +52.7% |
| 1Y | +74.7% | +5.9% | +68.8% | +69.8% |
| 3Y | +71.7% | +578.5% | -506.8% | +16.1% |
| All | +87.0% | +710.8% | -623.8% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling