+5,439.7%
TTWO vs NUE
+4,402.9%
+1,036.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | +1.3% | -2.7% | +4.0% | +2.1% |
| 30D | -13.4% | -6.1% | -7.3% | -12.1% |
| 3M | +3.1% | +2.2% | +0.9% | +1.8% |
| 6M | +3.8% | +50.8% | -47.0% | -8.3% |
| YTD | -15.3% | +57.5% | -72.8% | -26.2% |
| 1Y | -11.1% | +82.5% | -93.6% | -26.0% |
| 3Y | +52.0% | +61.7% | -9.7% | +26.5% |
| 5Y | +40.9% | +145.1% | -104.2% | -0.4% |
| 10Y | +407.6% | +577.8% | -170.2% | +142.1% |
| All | +5,439.7% | +4,402.9% | +1,036.8% | +1,501.8% |
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 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