+65.0%
NUE vs TXT
+5.5%
+59.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | -2.3% | +0.8% | -3.1% | -2.7% |
| 30D | -6.1% | -10.4% | +4.4% | -0.4% |
| 3M | +1.7% | -14.3% | +16.0% | +9.7% |
| 6M | +53.1% | -15.1% | +68.2% | +65.4% |
| YTD | +59.0% | -8.3% | +67.4% | +62.7% |
| 1Y | +85.3% | -0.7% | +86.0% | +79.4% |
| All | +65.0% | +5.5% | +59.5% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling