+7,716.4%
TPR vs NUE
+6,535.0%
+1,181.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -2.3% | +4.2% | -6.5% | -4.2% |
| 30D | -23.0% | -5.0% | -18.0% | -21.3% |
| 3M | -12.5% | -0.2% | -12.3% | -13.2% |
| 6M | -21.4% | +49.1% | -70.6% | -35.8% |
| YTD | -3.5% | +61.0% | -64.5% | -24.2% |
| 1Y | +17.4% | +82.5% | -65.2% | -13.7% |
| 3Y | +291.3% | +57.9% | +233.3% | +194.7% |
| 5Y | +241.9% | +146.6% | +95.3% | +98.1% |
| 10Y | +322.7% | +561.6% | -238.9% | +49.8% |
| All | +7,716.4% | +6,535.0% | +1,181.4% | +606.8% |
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