+440.3%
NEM vs TXT
+2,283.4%
-1,843.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.8% | -4.3% |
| 7D | +11.6% | -1.1% | +12.7% | +11.7% |
| 30D | +1.8% | +17.1% | -15.3% | -0.2% |
| 3M | +2.5% | -2.6% | +5.2% | +2.7% |
| 6M | +3.4% | -4.6% | +8.0% | +3.8% |
| YTD | +20.9% | -0.3% | +21.2% | +20.6% |
| 1Y | +37.2% | +5.9% | +31.3% | +35.9% |
| 3Y | +271.6% | +14.4% | +257.2% | +262.9% |
| 5Y | +136.6% | +15.9% | +120.8% | +128.9% |
| 10Y | +342.6% | +99.6% | +243.1% | +288.1% |
| All | +440.3% | +2,283.4% | -1,843.0% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling