+295.7%
NEM vs TXG
+21.5%
+274.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.3% |
| 7D | +3.9% | +9.4% | -5.5% | +2.8% |
| 30D | +12.7% | +26.1% | -13.4% | +9.8% |
| 3M | +28.7% | +124.8% | -96.2% | +17.4% |
| 6M | +9.8% | +215.2% | -205.5% | -3.6% |
| YTD | +28.1% | +302.2% | -274.1% | +9.9% |
| 1Y | +69.3% | +370.9% | -301.6% | +42.4% |
| 3Y | +247.7% | +38.5% | +209.2% | +215.3% |
| 5Y | +153.4% | -64.4% | +217.7% | +144.6% |
| All | +295.7% | +21.5% | +274.2% | +215.0% |
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