+293.6%
TSM vs NU
+33.3%
+260.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.4% |
| 7D | +4.8% | -2.6% | +7.4% | +5.3% |
| 30D | +4.0% | +8.2% | -4.2% | +2.0% |
| 3M | +2.0% | +26.3% | -24.3% | -3.2% |
| 6M | +25.5% | +2.2% | +23.2% | +24.2% |
| YTD | +44.0% | -10.4% | +54.4% | +46.2% |
| 1Y | +75.4% | -3.0% | +78.4% | +75.0% |
| 3Y | +406.7% | +120.3% | +286.5% | +327.4% |
| All | +293.6% | +33.3% | +260.3% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 10y: compounded portfolio wealth divided by compounded NU 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…
10y analysis · Full analysis span regression · 6 months rolling