+8,187.2%
TMO vs NUE
+14,525.3%
-6,338.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | +1.1% | -4.6% | +5.7% | +2.2% |
| 3M | +28.3% | -0.3% | +28.7% | +27.8% |
| 6M | +23.3% | +51.9% | -28.6% | +9.5% |
| YTD | +5.5% | +60.0% | -54.5% | -7.9% |
| 1Y | +24.5% | +82.9% | -58.3% | +4.6% |
| 3Y | +19.6% | +66.0% | -46.4% | +0.4% |
| 5Y | +8.1% | +149.0% | -140.8% | -21.8% |
| 10Y | +336.7% | +588.3% | -251.6% | +120.7% |
| All | +8,187.2% | +14,525.3% | -6,338.1% | +1,748.6% |
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