+93.5%
NUE vs TLN
+583.6%
-490.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.0% |
| 7D | +4.2% | +7.1% | -2.8% | +3.3% |
| 30D | -5.0% | -3.9% | -1.1% | -4.6% |
| 3M | -0.2% | -16.2% | +15.9% | +1.5% |
| 6M | +49.1% | -5.8% | +55.0% | +48.8% |
| YTD | +61.0% | -15.4% | +76.4% | +62.0% |
| 1Y | +82.5% | -16.7% | +99.2% | +83.3% |
| 3Y | +57.9% | +473.8% | -415.8% | +9.6% |
| All | +93.5% | +583.6% | -490.1% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling