-25.8%
TE vs NUE
+86.4%
-112.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -2.8% |
| 7D | +3.8% | -1.4% | +5.2% | +4.2% |
| 30D | -26.2% | +6.6% | -32.8% | -27.6% |
| 3M | -49.7% | -2.0% | -47.7% | -49.3% |
| 6M | -46.5% | +19.2% | -65.7% | -48.8% |
| YTD | -59.1% | +65.6% | -124.7% | -62.4% |
| 1Y | -25.8% | +87.8% | -113.7% | -28.8% |
| All | -25.8% | +86.4% | -112.2% | -28.8% |
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