-36.3%
TLT vs NU
+17.5%
-53.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.2% | -0.5% |
| 7D | -3.1% | +9.9% | -13.0% | -3.2% |
| 30D | +1.0% | -11.5% | +12.5% | +1.1% |
| 3M | -2.7% | -5.1% | +2.4% | -2.7% |
| 6M | -4.1% | +3.1% | -7.3% | -4.3% |
| YTD | -5.4% | -21.0% | +15.7% | -5.3% |
| 1Y | -7.0% | -15.2% | +8.2% | -7.0% |
| 3Y | +2.8% | +56.4% | -53.6% | +2.0% |
| All | -36.3% | +17.5% | -53.8% | -37.1% |
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