+13,634.3%
TSM vs NUE
+3,890.7%
+9,743.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +2.7% | +4.2% | -1.5% | +1.0% |
| 30D | +3.6% | -5.0% | +8.6% | +5.5% |
| 3M | -3.4% | -0.2% | -3.2% | -4.1% |
| 6M | +20.6% | +49.1% | -28.5% | +2.4% |
| YTD | +41.9% | +61.0% | -19.1% | +16.6% |
| 1Y | +84.4% | +82.5% | +1.8% | +43.7% |
| 3Y | +380.2% | +57.9% | +322.3% | +281.9% |
| 5Y | +275.3% | +146.6% | +128.8% | +135.9% |
| 10Y | +1,751.4% | +561.6% | +1,189.8% | +605.8% |
| All | +13,634.3% | +3,890.7% | +9,743.6% | +1,708.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling