-53.4%
TE vs NUE
+439.7%
-493.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.3% |
| 7D | +0.9% | -2.7% | +3.6% | +2.0% |
| 30D | -16.3% | -6.1% | -10.2% | -14.2% |
| 3M | -40.8% | +2.2% | -43.0% | -42.2% |
| 6M | -42.6% | +50.8% | -93.4% | -52.4% |
| YTD | -31.4% | +57.5% | -89.0% | -44.3% |
| 1Y | +144.9% | +82.5% | +62.5% | +85.0% |
| 3Y | -26.0% | +61.7% | -87.7% | -41.1% |
| 5Y | -48.5% | +145.1% | -193.6% | -61.5% |
| All | -53.4% | +439.7% | -493.0% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling