+851.2%
NUE vs TMF
-71.6%
+922.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | -1.0% |
| 7D | +6.1% | -8.2% | +14.3% | +4.6% |
| 30D | +2.7% | +5.3% | -2.6% | +3.9% |
| 3M | -3.8% | -8.5% | +4.6% | -5.1% |
| 6M | +14.0% | -17.2% | +31.2% | +10.4% |
| YTD | +61.2% | -23.4% | +84.6% | +54.2% |
| 1Y | +77.8% | -30.2% | +108.0% | +67.2% |
| 3Y | +78.2% | -32.9% | +111.1% | +71.0% |
| 5Y | +149.8% | -88.5% | +238.4% | +67.1% |
| 10Y | +448.6% | -82.2% | +530.8% | +363.9% |
| All | +851.2% | -71.6% | +922.9% | +977.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling