+2.6%
NOW vs TXG
-65.4%
+68.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.7% | -9.7% | -6.0% |
| 7D | -6.1% | +9.4% | -15.5% | -8.0% |
| 30D | +7.5% | +26.1% | -18.6% | +1.6% |
| 3M | +17.5% | +124.8% | -107.3% | -4.3% |
| 6M | +7.9% | +215.2% | -207.3% | -19.9% |
| YTD | -12.4% | +302.2% | -314.6% | -39.3% |
| 1Y | -28.6% | +370.9% | -399.5% | -53.6% |
| 3Y | +11.8% | +38.5% | -26.7% | -7.4% |
| 5Y | +2.6% | -64.4% | +67.0% | +21.4% |
| All | +2.6% | -65.4% | +68.1% | +21.4% |
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 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