+1,779.8%
TSM vs NUE
+599.8%
+1,179.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.7% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +1.0% | -4.6% | +5.5% | +2.3% |
| 3M | +2.9% | -0.3% | +3.2% | +2.3% |
| 6M | +22.8% | +51.9% | -29.1% | +6.9% |
| YTD | +43.3% | +60.0% | -16.7% | +22.5% |
| 1Y | +69.2% | +82.9% | -13.7% | +38.3% |
| 3Y | +404.5% | +66.0% | +338.5% | +312.1% |
| 5Y | +282.2% | +149.0% | +133.3% | +163.8% |
| All | +1,779.8% | +599.8% | +1,179.9% | +774.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling