+11.3%
NEE vs TXG
-62.8%
+74.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.4% |
| 7D | -1.3% | +9.5% | -10.8% | -2.1% |
| 30D | -3.3% | +18.8% | -22.1% | -4.7% |
| 3M | -2.3% | +136.1% | -138.4% | -9.3% |
| 6M | -8.9% | +235.2% | -244.1% | -18.4% |
| YTD | +4.8% | +320.5% | -315.8% | -8.5% |
| 1Y | +18.7% | +425.2% | -406.5% | +0.8% |
| 3Y | +33.2% | +42.9% | -9.6% | +27.0% |
| All | +11.3% | -62.8% | +74.1% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling