+320.5%
TMUS vs NUE
+579.2%
-258.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.3% |
| 7D | +0.1% | +4.2% | -4.1% | -1.2% |
| 30D | +5.3% | -5.0% | +10.2% | +6.7% |
| 3M | +3.1% | -0.2% | +3.4% | +2.6% |
| 6M | -16.5% | +49.1% | -65.6% | -27.1% |
| YTD | -9.2% | +61.0% | -70.2% | -22.9% |
| 1Y | -26.5% | +82.5% | -109.0% | -40.4% |
| 3Y | +39.0% | +57.9% | -18.9% | +13.1% |
| 5Y | +40.4% | +146.6% | -106.2% | -8.6% |
| 10Y | +303.7% | +561.6% | -257.9% | +63.5% |
| All | +320.5% | +579.2% | -258.7% | +36.2% |
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 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