-35.3%
TLT vs NU
+7.4%
-42.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -1.3% |
| 7D | -0.3% | +4.0% | -4.3% | -0.3% |
| 30D | +3.7% | -25.1% | +28.8% | +4.0% |
| 3M | -0.7% | -12.8% | +12.2% | -0.6% |
| 6M | -4.2% | -12.5% | +8.3% | -4.2% |
| YTD | -4.0% | -27.8% | +23.9% | -3.8% |
| 1Y | -5.8% | -24.6% | +18.8% | -5.7% |
| 3Y | +4.1% | +41.8% | -37.7% | +3.4% |
| All | -35.3% | +7.4% | -42.7% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling