-49.3%
TE vs NUE
+146.6%
-195.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.3% |
| 7D | +0.2% | -0.6% | +0.8% | +0.5% |
| 30D | -5.9% | -4.6% | -1.4% | -3.5% |
| 3M | -45.6% | -0.3% | -45.3% | -46.8% |
| 6M | -43.4% | +51.9% | -95.3% | -57.8% |
| YTD | -31.0% | +60.0% | -91.0% | -50.5% |
| 1Y | +145.2% | +82.9% | +62.3% | +57.8% |
| 3Y | -24.1% | +66.0% | -90.0% | -47.6% |
| All | -49.3% | +146.6% | -195.9% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling