+155.9%
NUE vs TXG
-62.8%
+218.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.8% | +1.1% |
| 7D | -0.6% | +9.5% | -10.1% | -1.8% |
| 30D | -4.6% | +18.8% | -23.3% | -6.9% |
| 3M | -0.3% | +136.1% | -136.4% | -12.5% |
| 6M | +51.9% | +235.2% | -183.4% | +25.8% |
| YTD | +60.0% | +320.5% | -260.6% | +27.4% |
| 1Y | +82.9% | +425.2% | -342.3% | +39.1% |
| 3Y | +66.0% | +42.9% | +23.1% | +44.3% |
| All | +155.9% | -62.8% | +218.7% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling