-20.8%
TLT vs NUE
+589.1%
-609.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.2% |
| 7D | -1.6% | -2.7% | +1.1% | -1.8% |
| 30D | -1.3% | -6.1% | +4.7% | -1.8% |
| 3M | -3.7% | +2.2% | -6.0% | -3.5% |
| 6M | -6.4% | +50.8% | -57.1% | -3.2% |
| YTD | -4.5% | +57.5% | -62.0% | -0.8% |
| 1Y | -5.9% | +82.5% | -88.3% | -1.0% |
| 3Y | -2.8% | +61.7% | -64.5% | +1.9% |
| 5Y | -35.1% | +145.1% | -180.2% | -26.8% |
| All | -20.8% | +589.1% | -609.9% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling