+454.3%
NUE vs TXG
+27.0%
+427.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.8% | +1.2% |
| 7D | -0.6% | +9.5% | -10.1% | -1.7% |
| 30D | -4.6% | +18.8% | -23.3% | -6.7% |
| 3M | -0.3% | +136.1% | -136.4% | -11.4% |
| 6M | +51.9% | +235.2% | -183.4% | +28.2% |
| YTD | +60.0% | +320.5% | -260.6% | +30.5% |
| 1Y | +82.9% | +425.2% | -342.3% | +43.2% |
| 3Y | +66.0% | +42.9% | +23.1% | +45.3% |
| 5Y | +149.0% | -62.8% | +211.8% | +131.6% |
| All | +454.3% | +27.0% | +427.3% | +302.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling