+45.4%
NU vs TXG
-56.4%
+101.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -4.2% | +5.0% | -9.2% | -5.6% |
| 30D | +10.0% | +13.5% | -3.5% | +5.6% |
| 3M | +29.3% | +128.0% | -98.8% | -1.3% |
| 6M | +0.9% | +224.4% | -223.5% | -32.0% |
| YTD | -10.3% | +307.0% | -317.3% | -44.7% |
| 1Y | -3.2% | +427.2% | -430.4% | -46.9% |
| 3Y | +120.6% | +40.2% | +80.4% | +77.2% |
| All | +45.4% | -56.4% | +101.8% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling