+71.1%
NEM vs TXT
-3.0%
+74.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.1% |
| 7D | +3.1% | +0.8% | +2.2% | +2.8% |
| 30D | +10.0% | -10.4% | +20.4% | +13.8% |
| 3M | +30.9% | -14.3% | +45.2% | +37.1% |
| 6M | +10.5% | -15.1% | +25.6% | +15.1% |
| YTD | +29.7% | -8.3% | +38.0% | +32.2% |
| 1Y | +71.1% | -0.7% | +71.8% | +73.7% |
| All | +71.1% | -3.0% | +74.1% | +73.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling