+259.1%
NRG vs TXG
+27.0%
+232.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.2% |
| 7D | -4.7% | +9.5% | -14.2% | -5.9% |
| 30D | -6.0% | +18.8% | -24.7% | -8.3% |
| 3M | -8.0% | +136.1% | -144.1% | -19.0% |
| 6M | -23.2% | +235.2% | -258.4% | -35.8% |
| YTD | -28.1% | +320.5% | -348.6% | -42.0% |
| 1Y | -27.3% | +425.2% | -452.5% | -43.6% |
| 3Y | +208.7% | +42.9% | +165.8% | +163.0% |
| 5Y | +197.7% | -62.8% | +260.5% | +178.9% |
| All | +259.1% | +27.0% | +232.1% | +167.7% |
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