+203.6%
TGT vs NUE
+599.8%
-396.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | +1.2% | -4.6% | +5.7% | +2.3% |
| 3M | +18.4% | -0.3% | +18.7% | +17.9% |
| 6M | +33.4% | +51.9% | -18.4% | +16.8% |
| YTD | +63.8% | +60.0% | +3.8% | +40.9% |
| 1Y | +77.2% | +82.9% | -5.7% | +46.1% |
| 3Y | +41.8% | +66.0% | -24.2% | +16.9% |
| 5Y | -25.5% | +149.0% | -174.5% | -47.1% |
| All | +203.6% | +599.8% | -396.3% | +48.2% |
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