-5.6%
TLT vs NUE
+86.4%
-92.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.9% |
| 7D | +1.0% | -1.4% | +2.4% | +1.0% |
| 30D | +6.0% | +6.6% | -0.5% | +5.7% |
| 3M | -0.9% | -2.0% | +1.1% | -0.8% |
| 6M | -2.3% | +19.2% | -21.5% | -3.2% |
| YTD | -3.3% | +65.6% | -68.9% | -5.6% |
| 1Y | -5.6% | +87.8% | -93.4% | -8.8% |
| All | -5.6% | +86.4% | -92.0% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling