+575.6%
NUE vs TXT
+107.7%
+467.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.2% |
| 7D | -0.6% | +2.4% | -3.1% | -2.0% |
| 30D | -4.6% | -8.9% | +4.3% | +0.7% |
| 3M | -0.3% | -13.6% | +13.3% | +7.7% |
| 6M | +51.9% | -13.1% | +65.0% | +62.9% |
| YTD | +60.0% | -7.0% | +67.0% | +63.9% |
| 1Y | +82.9% | -1.4% | +84.3% | +80.4% |
| 3Y | +66.0% | +6.9% | +59.0% | +53.9% |
| 5Y | +149.0% | +15.4% | +133.6% | +118.2% |
| All | +575.6% | +107.7% | +467.9% | +270.7% |
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