+47,655.7%
TSCO vs NUE
+3,419.7%
+44,236.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -3.1% | -2.7% | -0.5% | -2.5% |
| 30D | -4.4% | -6.1% | +1.7% | -3.1% |
| 3M | +9.7% | +2.2% | +7.5% | +8.6% |
| 6M | -32.4% | +50.8% | -83.2% | -39.3% |
| YTD | -31.7% | +57.5% | -89.2% | -39.4% |
| 1Y | -41.3% | +82.5% | -123.7% | -50.0% |
| 3Y | -18.3% | +61.7% | -80.0% | -30.0% |
| 5Y | -10.3% | +145.1% | -155.4% | -32.7% |
| 10Y | +188.5% | +577.8% | -389.3% | +60.8% |
| All | +47,655.7% | +3,419.7% | +44,236.1% | +22,084.7% |
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