-34.5%
TLT vs NU
+36.3%
-70.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +0.4% | +6.0% | -5.6% | +0.3% |
| 30D | -0.3% | +10.8% | -11.1% | -0.4% |
| 3M | -1.7% | +32.2% | -33.9% | -2.0% |
| 6M | -4.9% | +5.1% | -10.0% | -5.0% |
| YTD | -2.8% | -8.4% | +5.6% | -2.8% |
| 1Y | -4.2% | +0.7% | -4.9% | -4.3% |
| 3Y | -1.1% | +125.1% | -126.2% | -2.2% |
| All | -34.5% | +36.3% | -70.8% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling