+146.8%
NUE vs TXT
+13.4%
+133.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.3% |
| 7D | -2.3% | +0.8% | -3.1% | -2.8% |
| 30D | -6.1% | -10.4% | +4.4% | +0.4% |
| 3M | +1.7% | -14.3% | +16.0% | +10.9% |
| 6M | +53.1% | -15.1% | +68.2% | +67.1% |
| YTD | +59.0% | -8.3% | +67.4% | +63.9% |
| 1Y | +85.3% | -0.7% | +86.0% | +80.3% |
| 3Y | +63.2% | +6.0% | +57.3% | +47.9% |
| 5Y | +146.8% | +12.5% | +134.3% | +105.0% |
| All | +146.8% | +13.4% | +133.4% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling