+584.3%
NUE vs TMF
-86.2%
+670.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.3% |
| 7D | -2.3% | -0.9% | -1.4% | -2.4% |
| 30D | -6.1% | -1.0% | -5.1% | -6.1% |
| 3M | +1.7% | -11.3% | +12.9% | 0.0% |
| 6M | +53.1% | -22.7% | +75.8% | +47.4% |
| YTD | +59.0% | -17.3% | +76.4% | +55.0% |
| 1Y | +85.3% | -22.5% | +107.8% | +78.9% |
| 3Y | +63.2% | -43.2% | +106.5% | +52.7% |
| 5Y | +146.8% | -88.3% | +235.1% | +61.0% |
| 10Y | +584.3% | -86.0% | +670.3% | +460.7% |
| All | +584.3% | -86.2% | +670.5% | +460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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