+445.9%
NUE vs TXG
+22.9%
+422.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.8% |
| 7D | -2.7% | +5.0% | -7.7% | -3.3% |
| 30D | -6.1% | +13.5% | -19.6% | -7.7% |
| 3M | +2.2% | +128.0% | -125.8% | -8.7% |
| 6M | +50.8% | +224.4% | -173.7% | +27.8% |
| YTD | +57.5% | +307.0% | -249.5% | +29.0% |
| 1Y | +82.5% | +427.2% | -344.8% | +42.7% |
| 3Y | +61.7% | +40.2% | +21.5% | +41.9% |
| 5Y | +145.1% | -64.0% | +209.2% | +128.9% |
| All | +445.9% | +22.9% | +422.9% | +297.5% |
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