+66.0%
NUE vs TRI
-18.9%
+84.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +1.5% |
| 7D | -0.6% | -7.9% | +7.3% | -0.4% |
| 30D | -4.6% | -4.5% | 0.0% | -4.4% |
| 3M | -0.3% | +22.1% | -22.4% | -1.1% |
| 6M | +51.9% | -2.8% | +54.7% | +52.5% |
| YTD | +60.0% | -23.4% | +83.4% | +67.4% |
| 1Y | +82.9% | -41.5% | +124.4% | +102.3% |
| 3Y | +66.0% | -19.2% | +85.2% | +62.6% |
| All | +66.0% | -18.9% | +84.9% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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