+6,467.7%
TRV vs NUE
+14,301.5%
-7,833.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | -1.5% | -2.7% | +1.2% | -0.8% |
| 30D | -1.8% | -6.1% | +4.3% | -0.3% |
| 3M | +21.6% | +2.2% | +19.3% | +20.2% |
| 6M | +22.5% | +50.8% | -28.3% | +8.7% |
| YTD | +28.1% | +57.5% | -29.4% | +12.2% |
| 1Y | +37.0% | +82.5% | -45.4% | +14.8% |
| 3Y | +141.9% | +61.7% | +80.2% | +102.8% |
| 5Y | +158.5% | +145.1% | +13.4% | +84.1% |
| 10Y | +297.5% | +577.8% | -280.3% | +102.4% |
| All | +6,467.7% | +14,301.5% | -7,833.8% | +1,456.6% |
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