+45.4%
NU vs TXT
+6.8%
+38.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | +10.0% | -10.2% | +20.3% | +17.5% |
| 3M | +29.3% | -13.3% | +42.5% | +40.3% |
| 6M | +0.9% | -14.4% | +15.3% | +9.9% |
| YTD | -10.3% | -9.1% | -1.2% | -7.1% |
| 1Y | -3.2% | -2.2% | -1.0% | -5.2% |
| 3Y | +120.6% | +5.1% | +115.5% | +89.7% |
| All | +45.4% | +6.8% | +38.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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