+87.8%
NUE vs TSLQ
-17.8%
+105.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.5% | -1.8% |
| 7D | -1.4% | +9.8% | -11.3% | -1.1% |
| 30D | +6.6% | -6.0% | +12.6% | +6.5% |
| 3M | -2.0% | -35.0% | +33.0% | -2.8% |
| 6M | +19.2% | -24.9% | +44.2% | +19.8% |
| YTD | +65.6% | -12.7% | +78.3% | +66.7% |
| 1Y | +87.8% | -21.0% | +108.8% | +88.9% |
| All | +87.8% | -17.8% | +105.6% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling