+2,700.2%
TFC vs NUE
+14,617.8%
-11,917.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.4% | +4.2% | -1.8% | +0.9% |
| 30D | -1.3% | -5.0% | +3.7% | +0.4% |
| 3M | +6.1% | -0.2% | +6.3% | +5.6% |
| 6M | +7.3% | +49.1% | -41.8% | -7.8% |
| YTD | +8.2% | +61.0% | -52.8% | -9.7% |
| 1Y | +14.4% | +82.5% | -68.1% | -9.1% |
| 3Y | +93.7% | +57.9% | +35.8% | +58.4% |
| 5Y | +16.4% | +146.6% | -130.2% | -22.4% |
| 10Y | +101.6% | +561.6% | -460.0% | -6.3% |
| All | +2,700.2% | +14,617.8% | -11,917.6% | +547.9% |
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