+175.0%
NOW vs TXG
+16.0%
+159.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | -2.4% | +1.8% | -4.2% | -2.8% |
| 30D | +20.5% | +32.0% | -11.5% | +12.6% |
| 3M | +18.3% | +87.0% | -68.7% | +0.2% |
| 6M | +24.1% | +180.1% | -156.0% | -6.0% |
| YTD | -7.8% | +284.1% | -291.9% | -35.9% |
| 1Y | -21.4% | +361.7% | -383.1% | -49.1% |
| 3Y | +19.5% | +15.9% | +3.6% | +1.9% |
| 5Y | +4.1% | -66.2% | +70.3% | +13.2% |
| All | +175.0% | +16.0% | +159.0% | +122.1% |
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