+75.3%
NUE vs TMF
-30.8%
+106.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +2.9% |
| 7D | -6.2% | -1.1% | -5.2% | -6.2% |
| 30D | +2.5% | +11.8% | -9.4% | +2.3% |
| 3M | -6.4% | -4.0% | -2.3% | -6.3% |
| 6M | +13.3% | -16.5% | +29.8% | +13.5% |
| YTD | +58.5% | -19.9% | +78.4% | +58.7% |
| 1Y | +81.9% | -25.6% | +107.5% | +81.9% |
| 3Y | +75.3% | -29.9% | +105.1% | +77.5% |
| All | +75.3% | -30.8% | +106.0% | +77.5% |
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