+77.7%
NEE vs TXG
+27.0%
+50.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.5% |
| 7D | -1.3% | +9.5% | -10.8% | -2.2% |
| 30D | -3.3% | +18.8% | -22.1% | -5.0% |
| 3M | -2.3% | +136.1% | -138.4% | -10.5% |
| 6M | -8.9% | +235.2% | -244.1% | -20.0% |
| YTD | +4.8% | +320.5% | -315.8% | -10.6% |
| 1Y | +18.7% | +425.2% | -406.5% | -1.9% |
| 3Y | +33.2% | +42.9% | -9.6% | +23.9% |
| 5Y | +10.9% | -62.8% | +73.7% | +15.1% |
| All | +77.7% | +27.0% | +50.7% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling