+850.2%
NUE vs TMF
-68.9%
+919.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +4.2% | -1.4% | +5.7% | +3.9% |
| 30D | -5.0% | -2.8% | -2.1% | -5.4% |
| 3M | -0.2% | -10.9% | +10.7% | -2.2% |
| 6M | +49.1% | -21.3% | +70.5% | +42.8% |
| YTD | +61.0% | -15.9% | +76.9% | +56.4% |
| 1Y | +82.5% | -15.7% | +98.3% | +77.5% |
| 3Y | +57.9% | -43.4% | +101.3% | +46.0% |
| 5Y | +146.6% | -87.8% | +234.3% | +67.2% |
| 10Y | +561.6% | -86.7% | +648.3% | +423.0% |
| All | +850.2% | -68.9% | +919.0% | +992.6% |
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