+247.7%
NEM vs TXT
+5.7%
+242.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | +12.7% | -11.1% | +23.8% | +16.0% |
| 3M | +28.7% | -13.0% | +41.6% | +33.1% |
| 6M | +9.8% | -16.2% | +26.0% | +14.3% |
| YTD | +28.1% | -8.7% | +36.8% | +30.6% |
| 1Y | +69.3% | -3.8% | +73.1% | +70.7% |
| 3Y | +247.7% | +5.5% | +242.1% | +214.7% |
| All | +247.7% | +5.7% | +242.0% | +214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling