+575.6%
NUE vs TRMB
+121.9%
+453.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +0.9% |
| 7D | -0.6% | -3.0% | +2.4% | +0.9% |
| 30D | -4.6% | +2.3% | -6.9% | -6.0% |
| 3M | -0.3% | +15.3% | -15.6% | -7.9% |
| 6M | +51.9% | -14.7% | +66.6% | +61.8% |
| YTD | +60.0% | -26.4% | +86.4% | +82.1% |
| 1Y | +82.9% | -30.4% | +113.3% | +113.3% |
| 3Y | +66.0% | +13.5% | +52.4% | +48.0% |
| 5Y | +149.0% | -38.6% | +187.5% | +192.7% |
| All | +575.6% | +121.9% | +453.8% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling