+99.1%
NOW vs TXG
+7.8%
+91.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +0.3% | -1.8% | +2.1% | +0.6% |
| 30D | -27.0% | -20.4% | -6.6% | -23.8% |
| 3M | -19.6% | +0.1% | -19.7% | -21.7% |
| 6M | +17.5% | +176.2% | -158.7% | -12.0% |
| YTD | -33.3% | +256.8% | -290.0% | -53.9% |
| 1Y | -39.8% | +255.9% | -295.7% | -58.8% |
| 3Y | -19.9% | +60.2% | -80.1% | -39.4% |
| 5Y | -26.1% | -65.1% | +39.0% | -21.8% |
| All | +99.1% | +7.8% | +91.3% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling