+41.9%
TMUS vs NUE
+147.3%
-105.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -5.3% | -2.3% | -3.0% | -5.1% |
| 30D | +0.1% | -6.1% | +6.2% | +0.7% |
| 3M | -0.6% | +1.7% | -2.3% | -1.0% |
| 6M | -17.5% | +53.1% | -70.6% | -21.7% |
| YTD | -11.3% | +59.0% | -70.3% | -16.3% |
| 1Y | -25.4% | +85.3% | -110.7% | -31.2% |
| 3Y | +35.5% | +63.2% | -27.7% | +24.7% |
| 5Y | +41.9% | +146.8% | -104.9% | +14.9% |
| All | +41.9% | +147.3% | -105.4% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling