+2,637.6%
TFC vs NUE
+14,124.9%
-11,487.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.5% |
| 7D | +2.3% | +2.8% | -0.5% | +1.2% |
| 30D | +10.8% | -2.1% | +12.9% | +11.3% |
| 3M | -3.8% | -7.3% | +3.6% | -1.8% |
| 6M | +9.6% | +8.9% | +0.7% | +5.1% |
| YTD | +5.8% | +55.6% | -49.8% | -11.2% |
| 1Y | +16.2% | +74.7% | -58.5% | -6.5% |
| 3Y | +96.0% | +71.7% | +24.3% | +54.7% |
| 5Y | +1.7% | +141.2% | -139.5% | -31.8% |
| 10Y | +79.9% | +429.6% | -349.7% | -10.6% |
| All | +2,637.6% | +14,124.9% | -11,487.3% | +537.4% |
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