+131.2%
TLT vs NUE
+3,303.3%
-3,172.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | -0.4% | +4.2% | -4.6% | 0.0% |
| 30D | -0.6% | -5.0% | +4.4% | -1.0% |
| 3M | -2.7% | -0.2% | -2.5% | -2.6% |
| 6M | -5.6% | +49.1% | -54.8% | -1.9% |
| YTD | -2.8% | +61.0% | -63.8% | +1.9% |
| 1Y | -1.4% | +82.5% | -84.0% | +4.6% |
| 3Y | -1.6% | +57.9% | -59.5% | +4.0% |
| 5Y | -33.8% | +146.6% | -180.4% | -25.3% |
| 10Y | -21.1% | +561.6% | -582.8% | +3.5% |
| All | +131.2% | +3,303.3% | -3,172.1% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling