-24.1%
NU vs TXG
+406.9%
-431.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.4% | -0.1% | +2.9% |
| 7D | +0.2% | -19.3% | +19.4% | +2.3% |
| 30D | -21.0% | -30.9% | +9.9% | -18.4% |
| 3M | -16.3% | +41.1% | -57.4% | -21.2% |
| 6M | -15.3% | +211.9% | -227.2% | -28.4% |
| YTD | -28.4% | +314.0% | -342.4% | -40.7% |
| 1Y | -24.1% | +405.4% | -429.5% | -36.9% |
| All | -24.1% | +406.9% | -431.0% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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