+245.3%
NEM vs TXG
+43.8%
+201.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | 0.0% |
| 7D | -1.0% | +9.5% | -10.5% | -2.4% |
| 30D | +7.8% | +18.8% | -10.9% | +4.9% |
| 3M | +30.2% | +136.1% | -105.9% | +14.3% |
| 6M | +9.6% | +235.2% | -225.6% | -8.6% |
| YTD | +27.8% | +320.5% | -292.7% | +3.8% |
| 1Y | +60.7% | +425.2% | -364.5% | +26.6% |
| 3Y | +245.3% | +42.9% | +202.4% | +216.6% |
| All | +245.3% | +43.8% | +201.5% | +216.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling