+100.1%
NOW vs TXG
+14.9%
+85.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.5% | +3.5% |
| 7D | -5.6% | -8.1% | +2.5% | -4.0% |
| 30D | -26.8% | -17.5% | -9.3% | -24.2% |
| 3M | -19.4% | +6.1% | -25.5% | -22.5% |
| 6M | +12.3% | +202.7% | -190.4% | -17.6% |
| YTD | -32.9% | +280.4% | -313.4% | -54.3% |
| 1Y | -40.3% | +274.0% | -314.3% | -59.5% |
| 3Y | -19.1% | +74.9% | -93.9% | -40.0% |
| 5Y | -24.4% | -63.0% | +38.7% | -21.0% |
| All | +100.1% | +14.9% | +85.2% | +58.2% |
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