+5,906.0%
TGT vs NUE
+14,301.5%
-8,395.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -5.0% | -2.7% | -2.4% | -4.3% |
| 30D | +3.0% | -6.1% | +9.1% | +4.7% |
| 3M | +22.6% | +2.2% | +20.4% | +21.2% |
| 6M | +31.2% | +50.8% | -19.6% | +15.4% |
| YTD | +63.7% | +57.5% | +6.2% | +42.0% |
| 1Y | +78.5% | +82.5% | -4.0% | +48.0% |
| 3Y | +40.5% | +61.7% | -21.2% | +17.6% |
| 5Y | -25.6% | +145.1% | -170.7% | -46.6% |
| 10Y | +204.7% | +577.8% | -373.1% | +52.9% |
| All | +5,906.0% | +14,301.5% | -8,395.5% | +850.9% |
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