+9.5%
TPR vs NUE
+80.6%
-71.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | -7.3% | -2.3% | -5.0% | -6.7% |
| 30D | -30.7% | -6.1% | -24.6% | -29.6% |
| 3M | -21.6% | +1.7% | -23.3% | -22.3% |
| 6M | -21.3% | +53.1% | -74.4% | -32.1% |
| YTD | -10.2% | +59.0% | -69.2% | -23.1% |
| 1Y | +9.5% | +85.3% | -75.8% | -9.7% |
| All | +9.5% | +80.6% | -71.1% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling