-6.4%
TLT vs NUE
+85.4%
-91.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | 0.0% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | -1.1% | -4.6% | +3.4% | -0.9% |
| 3M | -4.9% | -0.3% | -4.5% | -4.9% |
| 6M | -5.0% | +51.9% | -56.9% | -6.3% |
| YTD | -4.4% | +60.0% | -64.4% | -6.1% |
| 1Y | -6.4% | +82.9% | -89.3% | -8.2% |
| All | -6.4% | +85.4% | -91.8% | -8.2% |
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 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