+1,349.9%
NUE vs TNA
+913.2%
+436.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | 0.0% |
| 7D | -2.7% | -7.6% | +4.9% | -0.2% |
| 30D | -6.1% | -13.6% | +7.6% | -1.6% |
| 3M | +2.2% | +2.8% | -0.6% | +0.6% |
| 6M | +50.8% | +34.5% | +16.3% | +34.3% |
| YTD | +57.5% | +41.0% | +16.5% | +36.9% |
| 1Y | +82.5% | +52.0% | +30.5% | +52.5% |
| 3Y | +61.7% | +103.5% | -41.8% | +10.9% |
| 5Y | +145.1% | -22.5% | +167.7% | +104.9% |
| 10Y | +577.8% | +81.9% | +495.9% | +224.6% |
| All | +1,349.9% | +913.2% | +436.7% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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