+48.8%
NU vs TXT
+6.7%
+42.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | +7.5% | -4.8% | +12.3% | +10.7% |
| 30D | +6.1% | -10.6% | +16.8% | +13.6% |
| 3M | +26.8% | -13.2% | +40.0% | +37.6% |
| 6M | +2.5% | -20.3% | +22.8% | +16.9% |
| YTD | -8.2% | -9.3% | +1.1% | -4.8% |
| 1Y | +3.4% | -2.7% | +6.1% | +1.5% |
| 3Y | +116.2% | +1.4% | +114.8% | +92.3% |
| All | +48.8% | +6.7% | +42.1% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling