-35.6%
TLT vs NU
+30.0%
-65.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.1% |
| 7D | -1.6% | -4.9% | +3.2% | -1.6% |
| 30D | -1.1% | +7.8% | -8.9% | -1.2% |
| 3M | -4.9% | +20.9% | -25.8% | -5.0% |
| 6M | -5.0% | +0.9% | -5.9% | -5.1% |
| YTD | -4.4% | -12.7% | +8.3% | -4.3% |
| 1Y | -6.4% | -6.4% | 0.0% | -6.4% |
| 3Y | -2.0% | +98.1% | -100.1% | -2.9% |
| All | -35.6% | +30.0% | -65.5% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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