+285.0%
TSM vs NUE
+147.3%
+137.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +4.8% | -2.3% | +7.1% | +5.5% |
| 30D | +4.0% | -6.1% | +10.1% | +5.8% |
| 3M | +2.0% | +1.7% | +0.3% | +0.9% |
| 6M | +25.5% | +53.1% | -27.6% | +9.8% |
| YTD | +44.0% | +59.0% | -15.0% | +24.4% |
| 1Y | +75.4% | +85.3% | -9.9% | +44.5% |
| 3Y | +406.7% | +63.2% | +343.5% | +317.8% |
| 5Y | +285.0% | +146.8% | +138.2% | +184.3% |
| All | +285.0% | +147.3% | +137.7% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling