+145.1%
NUE vs TSN
-18.6%
+163.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.3% |
| 7D | -2.7% | +1.4% | -4.0% | -3.0% |
| 30D | -6.1% | -6.2% | +0.1% | -4.6% |
| 3M | +2.2% | -5.7% | +7.9% | +3.5% |
| 6M | +50.8% | -11.4% | +62.1% | +54.4% |
| YTD | +57.5% | -8.2% | +65.7% | +59.1% |
| 1Y | +82.5% | -2.0% | +84.5% | +80.0% |
| 3Y | +61.7% | +11.9% | +49.8% | +49.7% |
| 5Y | +145.1% | -17.8% | +162.9% | +167.9% |
| All | +145.1% | -18.6% | +163.8% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling