+391.0%
NUE vs TW
+211.2%
+179.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -6.1% | -0.6% | -5.5% | -6.0% |
| 3M | +1.7% | +3.4% | -1.7% | +0.2% |
| 6M | +53.1% | -18.4% | +71.5% | +60.0% |
| YTD | +59.0% | -3.9% | +63.0% | +58.1% |
| 1Y | +85.3% | -13.3% | +98.7% | +89.7% |
| 3Y | +63.2% | +20.8% | +42.4% | +45.9% |
| 5Y | +146.8% | +20.3% | +126.5% | +114.3% |
| All | +391.0% | +211.2% | +179.8% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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