+344.1%
NEM vs TXT
+89.4%
+254.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -6.4% | +0.1% | -6.6% | -6.4% |
| 30D | +1.4% | +13.3% | -11.9% | -0.1% |
| 3M | -0.7% | -5.0% | +4.2% | -0.3% |
| 6M | -4.5% | -8.4% | +3.9% | -3.6% |
| YTD | +14.0% | -4.0% | +18.0% | +14.3% |
| 1Y | +27.3% | +2.8% | +24.5% | +26.7% |
| 3Y | +250.5% | +10.3% | +240.2% | +244.3% |
| 5Y | +121.1% | +9.2% | +111.9% | +115.7% |
| All | +344.1% | +89.4% | +254.7% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling