-49.7%
NRG vs TXG
+406.9%
-456.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.4% | -16.9% | -13.9% |
| 7D | -13.7% | -19.3% | +5.5% | -12.0% |
| 30D | -13.6% | -30.9% | +17.3% | -10.8% |
| 3M | -28.5% | +41.1% | -69.6% | -34.4% |
| 6M | -45.8% | +211.9% | -257.6% | -56.6% |
| YTD | -46.9% | +314.0% | -360.9% | -58.4% |
| 1Y | -49.7% | +405.4% | -455.1% | -61.0% |
| All | -49.7% | +406.9% | -456.6% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling