+840.0%
NUE vs TRGP
+2,242.0%
-1,402.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -6.1% | +9.5% | -15.5% | -8.7% |
| 3M | +1.7% | +10.8% | -9.2% | -1.9% |
| 6M | +53.1% | +25.3% | +27.7% | +42.1% |
| YTD | +59.0% | +60.3% | -1.2% | +37.3% |
| 1Y | +85.3% | +84.6% | +0.8% | +52.9% |
| 3Y | +63.2% | +264.4% | -201.1% | +9.7% |
| 5Y | +146.8% | +636.6% | -489.8% | +36.1% |
| 10Y | +584.3% | +848.9% | -264.6% | +201.4% |
| All | +840.0% | +2,242.0% | -1,402.0% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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