+8,433.2%
TPR vs NUE
+6,558.9%
+1,874.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.6% |
| 7D | +6.4% | -2.4% | +8.8% | +7.1% |
| 30D | +13.8% | +3.8% | +10.0% | +11.0% |
| 3M | -16.6% | -3.7% | -13.0% | -16.3% |
| 6M | +0.7% | +13.2% | -12.5% | -7.1% |
| YTD | +5.3% | +61.6% | -56.2% | -18.2% |
| 1Y | +32.4% | +83.6% | -51.2% | -3.4% |
| 3Y | +406.4% | +78.6% | +327.8% | +257.0% |
| 5Y | +227.9% | +148.0% | +80.0% | +88.1% |
| 10Y | +371.7% | +449.9% | -78.2% | +80.4% |
| All | +8,433.2% | +6,558.9% | +1,874.3% | +662.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling