+62.3%
NUE vs TMF
-42.4%
+104.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +1.8% | +1.0% | +0.8% | +1.7% |
| 30D | -6.0% | -1.8% | -4.1% | -5.9% |
| 3M | +1.4% | -8.2% | +9.7% | +1.7% |
| 6M | +52.8% | -19.5% | +72.3% | +53.6% |
| YTD | +58.1% | -16.0% | +74.1% | +58.7% |
| 1Y | +80.4% | -22.5% | +102.9% | +81.4% |
| 3Y | +62.3% | -42.3% | +104.5% | +59.1% |
| All | +62.3% | -42.4% | +104.6% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling