-38.7%
NOW vs TXG
+406.9%
-445.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.6% |
| 7D | -27.5% | -19.3% | -8.3% | -26.5% |
| 30D | -20.0% | -30.9% | +10.9% | -18.4% |
| 3M | -7.9% | +41.1% | -49.0% | -11.1% |
| 6M | +18.3% | +211.9% | -193.6% | +5.0% |
| YTD | -29.0% | +314.0% | -342.9% | -38.0% |
| 1Y | -38.7% | +405.4% | -444.1% | -47.4% |
| All | -38.7% | +406.9% | -445.6% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling