+95.6%
TFC vs NUE
+599.8%
-504.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.6% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | -3.4% | -4.6% | +1.2% | -1.3% |
| 3M | +0.4% | -0.3% | +0.8% | -0.1% |
| 6M | +12.7% | +51.9% | -39.2% | -9.9% |
| YTD | +5.6% | +60.0% | -54.4% | -18.1% |
| 1Y | +16.0% | +82.9% | -66.9% | -16.5% |
| 3Y | +94.0% | +66.0% | +28.0% | +40.6% |
| 5Y | +16.2% | +149.0% | -132.8% | -39.5% |
| All | +95.6% | +599.8% | -504.3% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling