+42.8%
TSM vs NUE
+70.9%
-28.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.5% |
| 7D | +6.2% | +2.8% | +3.4% | +5.3% |
| 30D | -7.3% | -2.1% | -5.2% | -6.1% |
| 3M | -7.1% | -7.3% | +0.2% | -4.8% |
| 6M | +0.2% | +8.9% | -8.6% | -2.5% |
| YTD | +32.2% | +55.6% | -23.4% | +8.2% |
| 1Y | +42.8% | +74.7% | -31.9% | +12.4% |
| All | +42.8% | +70.9% | -28.1% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling