-25.7%
NOW vs TXN
+76.7%
-102.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.8% | -1.0% |
| 7D | -3.1% | -2.1% | -1.0% | -2.6% |
| 30D | -27.0% | +4.7% | -31.8% | -28.1% |
| 3M | -17.7% | +3.9% | -21.6% | -19.0% |
| 6M | +12.7% | +3.8% | +8.9% | +7.9% |
| YTD | -32.9% | +74.2% | -107.1% | -52.8% |
| 1Y | -40.4% | +88.2% | -128.6% | -60.0% |
| 3Y | -17.1% | +124.0% | -141.1% | -57.8% |
| 5Y | -25.7% | +78.4% | -104.0% | -53.6% |
| All | -25.7% | +76.7% | -102.3% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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