+81.0%
NI vs TXG
+21.5%
+59.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +1.0% |
| 7D | +2.3% | +9.4% | -7.1% | +1.9% |
| 30D | -1.7% | +26.1% | -27.7% | -2.9% |
| 3M | -8.0% | +124.8% | -132.8% | -12.1% |
| 6M | -8.6% | +215.2% | -223.9% | -14.6% |
| YTD | +2.3% | +302.2% | -299.9% | -5.8% |
| 1Y | +6.9% | +370.9% | -364.0% | -2.9% |
| 3Y | +70.6% | +38.5% | +32.0% | +63.6% |
| 5Y | +96.4% | -64.4% | +160.7% | +95.7% |
| All | +81.0% | +21.5% | +59.6% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling