+51.1%
NEM vs TXG
+406.9%
-355.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.4% | +6.5% | +9.1% |
| 7D | +3.7% | -19.3% | +22.9% | +8.6% |
| 30D | +2.0% | -30.9% | +32.9% | +10.0% |
| 3M | +21.1% | +41.1% | -20.0% | +7.4% |
| 6M | +9.5% | +211.9% | -202.4% | -20.8% |
| YTD | +19.1% | +314.0% | -294.9% | -18.5% |
| 1Y | +51.1% | +405.4% | -354.3% | +0.3% |
| All | +51.1% | +406.9% | -355.8% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling