+155.3%
NOW vs TXG
+24.6%
+130.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.9% |
| 7D | -4.1% | +9.1% | -13.3% | -6.1% |
| 30D | +2.9% | +14.9% | -12.0% | -0.6% |
| 3M | +22.6% | +120.0% | -97.4% | -0.1% |
| 6M | +7.5% | +221.8% | -214.3% | -21.1% |
| YTD | -14.4% | +312.6% | -327.0% | -41.5% |
| 1Y | -29.8% | +398.4% | -428.2% | -55.4% |
| 3Y | +9.2% | +42.1% | -32.8% | -12.0% |
| 5Y | +0.8% | -63.5% | +64.3% | +7.6% |
| All | +155.3% | +24.6% | +130.7% | +102.6% |
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