+1,124.0%
TTMI vs NUE
+599.8%
+524.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +2.7% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -8.4% | -4.6% | -3.9% | -6.4% |
| 3M | -32.5% | -0.3% | -32.1% | -32.9% |
| 6M | +32.5% | +51.9% | -19.4% | +9.5% |
| YTD | +83.2% | +60.0% | +23.3% | +48.1% |
| 1Y | +161.7% | +82.9% | +78.8% | +98.8% |
| 3Y | +890.1% | +66.0% | +824.2% | +663.2% |
| 5Y | +832.4% | +149.0% | +683.5% | +470.1% |
| All | +1,124.0% | +599.8% | +524.2% | +347.2% |
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 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