+575.6%
NUE vs TSN
-4.9%
+580.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -0.6% | +3.0% | -3.7% | -1.6% |
| 30D | -4.6% | -4.2% | -0.4% | -3.4% |
| 3M | -0.3% | -3.9% | +3.6% | +0.6% |
| 6M | +51.9% | -9.8% | +61.7% | +55.6% |
| YTD | +60.0% | -7.3% | +67.3% | +61.8% |
| 1Y | +82.9% | -2.2% | +85.1% | +80.9% |
| 3Y | +66.0% | +11.9% | +54.1% | +53.6% |
| 5Y | +149.0% | -16.9% | +165.9% | +155.3% |
| All | +575.6% | -4.9% | +580.6% | +532.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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