+14.0%
TFC vs NUE
+146.6%
-132.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.4% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -3.4% | -4.6% | +1.2% | -1.8% |
| 3M | +0.4% | -0.3% | +0.8% | +0.1% |
| 6M | +12.7% | +51.9% | -39.2% | -4.0% |
| YTD | +5.6% | +60.0% | -54.4% | -11.9% |
| 1Y | +16.0% | +82.9% | -66.9% | -8.1% |
| 3Y | +94.0% | +66.0% | +28.0% | +53.9% |
| All | +14.0% | +146.6% | -132.6% | -22.6% |
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