+148.6%
TE vs NUE
+82.6%
+66.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.5% |
| 7D | -4.0% | +4.2% | -8.2% | -5.2% |
| 30D | -15.9% | -5.0% | -10.9% | -14.8% |
| 3M | -60.5% | -0.2% | -60.3% | -59.7% |
| 6M | -35.2% | +49.1% | -84.4% | -40.0% |
| YTD | -31.1% | +61.0% | -92.1% | -35.1% |
| 1Y | +148.6% | +82.5% | +66.1% | +131.8% |
| All | +148.6% | +82.6% | +66.1% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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