+97.2%
NI vs TXG
-62.8%
+159.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.2% |
| 7D | 0.0% | +9.5% | -9.4% | -0.3% |
| 30D | -1.4% | +18.8% | -20.2% | -2.1% |
| 3M | -10.6% | +136.1% | -146.7% | -14.2% |
| 6M | -9.3% | +235.2% | -244.6% | -14.7% |
| YTD | +1.1% | +320.5% | -319.4% | -6.1% |
| 1Y | +3.4% | +425.2% | -421.8% | -5.5% |
| 3Y | +67.9% | +42.9% | +25.0% | +62.4% |
| All | +97.2% | -62.8% | +159.9% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling