+1,643.1%
TSM vs NUE
+423.6%
+1,219.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.6% |
| 7D | +6.2% | +2.8% | +3.4% | +5.3% |
| 30D | -7.3% | -2.1% | -5.2% | -6.4% |
| 3M | -7.1% | -7.3% | +0.2% | -5.0% |
| 6M | +0.2% | +8.9% | -8.6% | -3.1% |
| YTD | +32.2% | +55.6% | -23.4% | +13.7% |
| 1Y | +42.8% | +74.7% | -31.9% | +18.2% |
| 3Y | +330.4% | +71.7% | +258.7% | +246.6% |
| 5Y | +263.9% | +141.2% | +122.7% | +151.8% |
| All | +1,643.1% | +423.6% | +1,219.5% | +709.8% |
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