+11,050.8%
NUE vs TRMB
+3,340.8%
+7,710.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +1.8% | -0.3% | +2.0% | +1.8% |
| 30D | -6.0% | -1.2% | -4.7% | -5.9% |
| 3M | +1.4% | +9.6% | -8.2% | -0.8% |
| 6M | +52.8% | -16.1% | +69.0% | +57.7% |
| YTD | +58.1% | -25.0% | +83.1% | +66.5% |
| 1Y | +80.4% | -27.7% | +108.1% | +91.3% |
| 3Y | +62.3% | +15.3% | +47.0% | +55.9% |
| 5Y | +146.2% | -37.4% | +183.6% | +165.4% |
| 10Y | +549.5% | +117.5% | +432.0% | +450.2% |
| All | +11,050.8% | +3,340.8% | +7,710.0% | +5,998.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling