-10.4%
TSCO vs NUE
+146.6%
-157.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -5.7% | -0.6% | -5.0% | -5.6% |
| 30D | -8.8% | -4.6% | -4.2% | -8.0% |
| 3M | +6.3% | -0.3% | +6.6% | +6.0% |
| 6M | -32.3% | +51.9% | -84.2% | -38.7% |
| YTD | -32.7% | +60.0% | -92.7% | -39.9% |
| 1Y | -43.7% | +82.9% | -126.6% | -51.4% |
| 3Y | -19.7% | +66.0% | -85.6% | -30.8% |
| All | -10.4% | +146.6% | -157.0% | -31.5% |
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