+261.5%
TPR vs NUE
+147.1%
+114.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.4% |
| 7D | +12.1% | -6.2% | +18.3% | +14.4% |
| 30D | +16.7% | +2.5% | +14.2% | +14.9% |
| 3M | -17.4% | -6.4% | -11.0% | -16.1% |
| 6M | +2.3% | +13.3% | -11.0% | -4.5% |
| YTD | +7.1% | +58.5% | -51.4% | -13.2% |
| 1Y | +29.5% | +81.9% | -52.4% | -1.0% |
| 3Y | +415.0% | +75.3% | +339.8% | +281.6% |
| 5Y | +261.5% | +149.9% | +111.5% | +110.3% |
| All | +261.5% | +147.1% | +114.3% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling