+98.1%
NU vs TXG
+43.8%
+54.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -3.2% |
| 7D | -4.9% | +9.5% | -14.4% | -6.4% |
| 30D | +7.8% | +18.8% | -11.0% | +4.5% |
| 3M | +20.9% | +136.1% | -115.2% | +3.1% |
| 6M | +0.9% | +235.2% | -234.3% | -19.7% |
| YTD | -12.7% | +320.5% | -333.2% | -33.8% |
| 1Y | -6.4% | +425.2% | -431.6% | -33.0% |
| 3Y | +98.1% | +42.9% | +55.2% | +76.2% |
| All | +98.1% | +43.8% | +54.3% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling