+78.4%
NEE vs TXG
+24.6%
+53.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.6% |
| 7D | -0.5% | +9.1% | -9.7% | -1.4% |
| 30D | -1.7% | +14.9% | -16.6% | -3.1% |
| 3M | -1.8% | +120.0% | -121.8% | -9.6% |
| 6M | -8.8% | +221.8% | -230.6% | -19.6% |
| YTD | +5.2% | +312.6% | -307.4% | -10.1% |
| 1Y | +21.3% | +398.4% | -377.1% | +0.8% |
| 3Y | +35.2% | +42.1% | -6.9% | +25.7% |
| 5Y | +10.1% | -63.5% | +73.6% | +14.5% |
| All | +78.4% | +24.6% | +53.8% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling