+306.7%
TPR vs NUE
+559.5%
-252.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.6% |
| 7D | -7.3% | -2.3% | -5.0% | -6.1% |
| 30D | -30.7% | -6.1% | -24.6% | -28.6% |
| 3M | -21.6% | +1.7% | -23.3% | -23.2% |
| 6M | -21.3% | +53.1% | -74.4% | -38.8% |
| YTD | -10.2% | +59.0% | -69.2% | -31.9% |
| 1Y | +9.5% | +85.3% | -75.8% | -24.4% |
| 3Y | +280.8% | +63.2% | +217.6% | +166.0% |
| 5Y | +218.7% | +146.8% | +71.9% | +56.5% |
| 10Y | +306.7% | +584.3% | -277.6% | -7.0% |
| All | +306.7% | +559.5% | -252.8% | -7.0% |
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