+271.6%
NEM vs TXT
+15.4%
+256.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.8% | -4.5% |
| 7D | +11.6% | -1.1% | +12.7% | +11.8% |
| 30D | +1.8% | +17.1% | -15.3% | -2.0% |
| 3M | +2.5% | -2.6% | +5.2% | +3.0% |
| 6M | +3.4% | -4.6% | +8.0% | +4.4% |
| YTD | +20.9% | -0.3% | +21.2% | +20.5% |
| 1Y | +37.2% | +5.9% | +31.3% | +35.3% |
| 3Y | +271.6% | +14.4% | +257.2% | +236.9% |
| All | +271.6% | +15.4% | +256.2% | +236.9% |
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