+146.2%
NUE vs TXT
+8.5%
+137.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.0% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | -2.1% | +13.3% | -15.4% | -9.7% |
| 3M | -7.3% | -5.0% | -2.4% | -4.9% |
| 6M | +8.9% | -8.4% | +17.3% | +13.3% |
| YTD | +55.6% | -4.0% | +59.6% | +55.0% |
| 1Y | +74.7% | +2.8% | +71.9% | +65.9% |
| 3Y | +71.7% | +10.3% | +61.4% | +50.8% |
| All | +146.2% | +8.5% | +137.7% | +107.1% |
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