+293.7%
TPR vs NUE
+59.4%
+234.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.2% |
| 7D | -3.4% | +1.8% | -5.1% | -3.9% |
| 30D | -27.3% | -6.0% | -21.4% | -26.0% |
| 3M | -16.2% | +1.4% | -17.7% | -17.0% |
| 6M | -17.9% | +52.8% | -70.7% | -29.1% |
| YTD | -7.1% | +58.1% | -65.2% | -20.8% |
| 1Y | +13.6% | +80.4% | -66.8% | -7.5% |
| 3Y | +293.7% | +62.3% | +231.5% | +210.7% |
| All | +293.7% | +59.4% | +234.4% | +210.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling