-0.9%
TLT vs NUE
+60.7%
-61.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -0.3% | -2.3% | +2.0% | -0.2% |
| 30D | 0.0% | -6.1% | +6.1% | +0.1% |
| 3M | -2.9% | +1.7% | -4.5% | -2.9% |
| 6M | -6.3% | +53.1% | -59.3% | -6.7% |
| YTD | -3.3% | +59.0% | -62.4% | -3.8% |
| 1Y | -4.2% | +85.3% | -89.5% | -4.8% |
| All | -0.9% | +60.7% | -61.7% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling