+239.1%
TPR vs NUE
+142.0%
+97.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.0% |
| 7D | -3.4% | +1.8% | -5.1% | -4.1% |
| 30D | -27.3% | -6.0% | -21.4% | -25.7% |
| 3M | -16.2% | +1.4% | -17.7% | -17.3% |
| 6M | -17.9% | +52.8% | -70.7% | -31.8% |
| YTD | -7.1% | +58.1% | -65.2% | -24.1% |
| 1Y | +13.6% | +80.4% | -66.8% | -12.6% |
| 3Y | +293.7% | +62.3% | +231.5% | +204.0% |
| 5Y | +239.1% | +146.2% | +92.9% | +104.1% |
| All | +239.1% | +142.0% | +97.1% | +104.1% |
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