+371.7%
TPR vs NUE
+445.3%
-73.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.7% |
| 7D | +6.4% | -2.4% | +8.8% | +7.1% |
| 30D | +13.8% | +3.8% | +10.0% | +10.5% |
| 3M | -16.6% | -3.7% | -13.0% | -16.3% |
| 6M | +0.7% | +13.2% | -12.5% | -8.5% |
| YTD | +5.3% | +61.6% | -56.2% | -22.1% |
| 1Y | +32.4% | +83.6% | -51.2% | -9.1% |
| 3Y | +406.4% | +78.6% | +327.8% | +230.2% |
| 5Y | +227.9% | +148.0% | +80.0% | +57.2% |
| 10Y | +371.7% | +449.9% | -78.2% | +5.2% |
| All | +371.7% | +445.3% | -73.5% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling