+476.9%
NEM vs TXT
+2,070.1%
-1,593.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.3% | -4.8% | +5.1% | +0.9% |
| 30D | +23.1% | -10.6% | +33.7% | +24.7% |
| 3M | +18.5% | -13.2% | +31.7% | +20.4% |
| 6M | +7.8% | -20.3% | +28.1% | +10.6% |
| YTD | +29.1% | -9.3% | +38.4% | +30.4% |
| 1Y | +72.7% | -2.7% | +75.4% | +72.9% |
| 3Y | +248.7% | +1.4% | +247.4% | +245.7% |
| 5Y | +148.7% | +9.6% | +139.1% | +142.4% |
| 10Y | +304.8% | +94.9% | +209.9% | +256.2% |
| All | +476.9% | +2,070.1% | -1,593.1% | +355.3% |
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