+159.7%
TRV vs NUE
+146.6%
+13.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.8% |
| 7D | +1.9% | -0.6% | +2.6% | +2.0% |
| 30D | +1.7% | -4.6% | +6.3% | +2.3% |
| 3M | +23.9% | -0.3% | +24.2% | +23.7% |
| 6M | +26.3% | +51.9% | -25.6% | +17.8% |
| YTD | +30.8% | +60.0% | -29.2% | +20.9% |
| 1Y | +36.3% | +82.9% | -46.6% | +22.9% |
| 3Y | +145.0% | +66.0% | +79.0% | +120.1% |
| All | +159.7% | +146.6% | +13.1% | +108.9% |
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