+89.3%
NUE vs TLN
+571.8%
-482.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -2.7% | +2.0% | -4.6% | -2.9% |
| 30D | -6.1% | -12.9% | +6.9% | -4.5% |
| 3M | +2.2% | -7.4% | +9.7% | +2.7% |
| 6M | +50.8% | -6.0% | +56.8% | +50.4% |
| YTD | +57.5% | -16.9% | +74.4% | +58.9% |
| 1Y | +82.5% | -22.6% | +105.1% | +85.1% |
| 3Y | +61.7% | +469.0% | -407.3% | +12.1% |
| All | +89.3% | +571.8% | -482.4% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling